Your petition has been denied so there is no need to withdraw it. Visiting your fiancé and the re-filing or marrying while overseas are both viable options. It really depends upon your personal choice. The fiancé visa petition tends to be little faster to get someone to the United States but there is still process that must be completed once he/she is here in order to be a resident. When your have married and your spouse enters with an immigrant visa, he/she is a resident from the day of arrival. You can read more about both fiancé visas and family immigration at http://myattorneyusa.com/family-immigration.
Answered on May 06th, 2016 at 3:43 AM