I am sorry for your rejection.
If I were you I would first appeal. Please take into consideration that you have only 30 days for appeal. There is no fee for it. You can withdraw your appeal at any time if you decide so.
In regards to your appeal you might see two possible outcomes:
First - you might get an invitation for ADR (Alternative Dispute Resolution)-informal meeting with representative of Immigration Appeal Division and CIC officer. If you are lucky, your case will be sent back to local VO to proceed further with your sponsorship application.
If not, you will face the second alternative outcome - CIC officer might recommend to submit your case to court. Please be aware that if you do not win the process in court, you will loose your ability to sponsor your spouse, as court decision is final.
Instead of going to court you could withdraw your appeal and then re-apply. Make sure that your second case will be different from the first one (you should provide different evidence, as previous was not enough to consider your application). If the first time you have proofs like phone conversations, visits, etc. , the second time you should base on different evidences proving your relationship, for instance proof that you live together, letters from your friends and relatives confirming that your marriage is genuine, money transfers, joint business, etc.
When you appeal, CIC must provide you with copy of your case, where you will see all comments made by immigration officer. You can then ask a lawyer for recommendations based on comments and then you can decide what to do. Good Luck!