You didn't tell us the most important thing .... are you a US Citizen? The reason I ask is that you talk about 'our home country'.
You should meet with an immigration attorney to discuss the best options .. this is actually a fairly complex issue and you need to balance many, many factors.
PROFESSOR OF IMMIGRATION LAW for over 10 years -- This blog posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Also, keep in mind that this is an INTERNET BLOG. You should not rely on anything you read here to make decisions which impact on your life. Meet with an attorney, via Skype, or in person, to obtain competent personal and professional guidance.
The other attorneys are correct. If you are a citizen then you have the options you talk about. Of not, can't do the fiancée visa. Schedule a personal consultation to further discuss.
This is not legal advice and a client attorney relationship is not created. For a free consultation call (718)234-5588.