Where ever you get married try to make sure you spend sometime with eachother after the marriage.Immigration frowns on quick marriages where one of the spouses left right after the wedding.It looks too fast and in hast for some reason even though he may have a good reason or you might have to prove this is difficult.
If you can spend more time off work than him then marry in Canada if he can spend more time off work than youmarry in the US.
Its just a lot better for you if you leave nothing for immigration to wonder.The less the wonder the less likely of an interview.Lots of photos,phone records,skype records,email records,flights,passport stamps.
Be carefull of what you say to the immigration when you or him are crossing for the wedding as they also ont like to let people cross if they are going to get marriedon th other side scared you wont return to your own country afterwards.
Just do your homework.Good luck and congrats to you both.