The quicker way is for your fiance to apply for K-1 so you can come to the U.S. to marry him. The slower process is to marry (where ever) then to start the residency process in the U.S. by applying for I-130.
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You can either apply for a fiancee visa, enter with the visa, and then get married in the United States and apply for your green card in the U.S, or get married in Venezuela and apply for an immigrant visa through the US Consulate in Venezuela. Either way it is advisable for you to hire an experienced immigration attorney.
He can travel to your country and get married to you in post Chavez Venezuela ad then petition for you as his wife, which would be ideal or seek a fiancee visa for you and then marry in within 90 days of arrival to US at which point he will be able to seek an adjustment of status for you to that of the LRP.
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