There is no fiance visa in Canada so if you want to get married in Canada on a visit status, that is perfectly ok, just don't advertise it when you cross the border that you are planning on getting married or they may see you as a risk of overstaying. If the marriage was supposed to take place in the US, technically you are supposed to get a fiance visa but again, if you just cross and don't advertise the intent to get married, it's also fine.
Being in Canada, you still have the option of doing outland sponsorship. It is always your right to have your application processed in your home country. You would pick the application form that says you are not living in Canada, still write your address in Canada as your residence but opt to have file processed in the US.
Of course it's up to you which you choose. The pros with outland is that you can still travel back and forth and you get your PR faster, average for Buffalo 5 months + 1 month in the beginning for the sponsorship application. The cons with outland, if you are called for an interview, you have to go to the US for it. The pros with inland, all of your application is in Canada so you never have to leave, the cons are that you are not advised to leave while inland is being processed because if immigration tries to contact you in Canada and you are not there or you are for whatever reason denied entry while coming back, your application is gone. Also it takes longer, you could get first stage approval and work permit if you applied for it in average 6 months but PR maybe more like 12-18 months. There are cases on this board of a couple that got inland PR in as little as 9 or 10 months but at the same time another couple is waiting for 17 and didn't hear yet.
Another thing to consider is that if an outland application goes bad, you can appeal and it takes about a year. If an inland goes bad, it gets sent to the local office without first stage approval so no work permit. The local office may take 1-3 years to process it. In the meantime, you'd be stuck to Canada without being able to work and as soon as you'd leave, your application would be cancelled but of course you would have the option to withdraw and apply outland. Up to you but since you don't have huge travel costs if you have to go to the US for an interview, I would recommend outland.