I would suggest that you naturalize before marrying, both to get her into a higher priority group and to avoid the scrutiny that an earlier marriage or petition might cause in your own case.
There's also the question of whether she has a two year foreign residence requirement on her J1 - if so, marriage won't make it go away - she needs to qualify for and obtain a waiver, or spend two years living outside of the U.S. (and departure triggers her period of ineligibility if her overstay is more than 90 days).

