I am making an assumption, however, that his only "issue" is his single unlawful entry.
If he has criminal issues, fraud issues, other immigration violations, etc., then the case could become a whole lot more complicated, and departure from the U.S. .might not be the best option.
You should really get together with a reputable immigration attorney in your area and have an in-depth consultation about the pros and cons of different strategies.
If you have a great case for COR -- I would get you in proceedings. If you do not have a great case for COR -- then I would get the I-130 to the NVC and wait for the provisional waiver to come around. Your husband would not leave the US until we KNEW he was coming back.