You would think this would be obvious, but I meet some people who have become so enthralled with their fiancee that they think a personal visit is not necessary. But the laws of the US require you to meet her/him prior to filing the visa petition. While you are with your fiancee, get her/him to complete and sign four forms G-325 and a letter stating their desire to marry you. This is also a good time to get two passport photos, and a copy of their birth certificate and any divorce decrees.
Gather Evidence of Your Meeting and Your Commitment to Each Other
Keep your receipts, take plenty of pictures, and save e-mails and evidence of phone calls between you. This evidence will be handy in step 3.
File the Fiancee Visa Petition
This is form I-129F, available at www.uscis.gov. Submit the form, with the required evidence to the appropriate address (the form instructions will tell you where to send it).
Wait Three to Nine Months
At the time of this writing, 3 to 9 months is a good guess for a processing time for a fiancee visa. Waiting, as Tom Petty said, is the hardest part. While you are waiting, send a copy of the fiancee visa petition to your fiancee, so that they are familiar with what has been presented to CIS.
Gather Your Financial Evidence and Proof of Support
You will need to gather three years tax returns and current evidence of employment. You will need to submit an affidavit of support at some point, and these materials will come in handy.
Check The Embassy Web Site
US Embassies all have their own websites with information about how to gain the various visas. Make sure you know what is on there and what, if any, pre-processing your fiance can do as they wait for the visa.
Visa Petition Is Approved and Forwarded to The Embassy
Because you supported your case properly, it will be approved and the NVC will forward the visa petition to the appropriate US Embassy. They will then contact your fiancee to arrange for the final interview.
Your Fiancee Passes The Interview and Gets His/Her Visa
He/she now comes to the US, where they have 90 days to marry you and apply for their lawful permanent residence.