Will it be better for me to marry my illegal boyfriend in mexico or us?

I will need lots of information to advise you properly. If he is currently in the U.S. do not let him go back to Mexico without first speaking to an immigration attorney. If he has been here illegally more than one year he will trigger a ten year penalty by going back. If he has already gone back and forth after accruing more than 6 months of unlawful presence then he may be subject to a permanent bar. These are complicated cases and best is to consult and allow an attorney to get all the facts to let you both know all the options. If he is not eligible for 245(i) relief and must process his case overseas AND HE IS A GOOD CANDIDATE FOR A WAIVER TO COME BACK I would recommend getting married here, file the I-130, do the work to put together a strong waiver case and then when the case is scheduled for interview he would return to Mexico and hopefully not be there more than a couple of months if the waiver is granted and he can return as a permanent resident.