Likely the only benefit in getting married in the US vs Canada is how long it takes to register the marriage and get the certificate to send off, which is more a question of exactly where you get married instead of the country. In BC it takes about 3 weeks, I've heard in Ontario it can take up to 10 weeks. From a few quick google searches it seems like a good number of states have stopped automatically sending out a marriage certificate once the marriage is registered, they couple has to obtain one separately, so I have can't how long it takes a state to actually register the marriage, but it seems like theres an average of 5-10 business days of waiting for the certificate to arrive once you're able to request it. Other than that, it's down to personal preference where they want to get married