Wondering when should my fiance and I should marry in the U.S

Excellent question.  If you are a U.S. Citizen, you can certainly petition her for a fiancee visa (K-1 visa) and then marry her in the United States.  You would have 90 days to marry her and then you would do an adjustment of status from K-1 to the green card.  You would also request a travel document.   While her green card is pending, she cannot travel outside the United States until she receives an Advance Parole (travel document).  It takes about 90 days to obtain it.   If you marry in Monterrey, Mexico in June, then you would petition her for an immigrant visa and she would consular process out of Ciudad Juarez, Mexico.  She would then enter the U.S. with a green card and if there were any emergencies in Mexico, she could travel immediately because she would have the green card. I hope this helps.