This will be a novel, I apoligize.
Your best bet is to just visit each other for brief periods of time. YOU MUST MAKE SURE TO HAVE A RETURN FLIGHT or you will not be allowed over the border.
It is best to apply for a K-1 Visa. The US resident will initiate this.
Your fiance(e) needs to be able to prove that she/he can provide for you, as it does take a few months minimum to get a work visa, Social Security Card, Drivers License, etc.
I will warn you - Immigration is a long and costly procedure.
First: get the application packet from online. Yes, 4 pages looks simple, but it can turn into 400.
You need to establish that this is a bona fide relationship. Your s/o has been to the states, you've been to Canada (get pics in front of obvious places. Say fiance(e) travels to Michigan, get a pic of you two in front of Joe Louis Arena; you get the idea.
Keep copies of letters, cards, emails.
You will both need passports. Also Immigration photos (similar to passport pics, but a little different). I can't remember when the fingerprinting and criminal background checks come in.
That, the forms, and some money are your application package.
Next....sit back for 4+months waiting for approval to continue.
I believe this is when the foreigner goes through the fingerprinting and criminal background process. Along with a medical exam and interview (They may not be in his/her area, so expect a couple flights).
After approval, the Visa is issued (yes expect to pay).
Next....foreign fiance(e) crosses the border. NOTE: They can not leave the country for any reason, without approval. Family member is dying, you have to provide proof, pay for a Early Release Form so he/she can go back.
Anyway....from the date the person enters the country, you have 90 days to marry, and prove it. You get married, then go to Immigration. Another fingerprinting appointment will be made, an interview will be set up. Expect to write a check for atleast $450 on this day.
We divorced before we got further than that. But I understand that there is an annual interview (you pay for it).
I hope that helps with knowing what to expect. There are some various websites out there, look up K-1 Visa.
Whatever you do....don't come over for a 6 month stay and get married as spousal. That will make it harder, more expensive, and you will be sent home during that time.

