For me, getting married in Utah was quicker, easier, and significantly less expensive.
To get married in my husband's country, I would have had to get an FBI report from here, go to the US Embassy there to get a copy of my passport notarized, go to the Ministry of Interior/Foreign Affairs so he can apply for marriage to a foreigner, wait for the approval (sometimes months, but if you have $$$ it can be faster), submit it to the village chief, wait for a 30 day "announcement" period, etc. Then when I called my local county clerk's recording office to ask if my international marriage license would be registered/accepted here in the states, first she said I would just get "re-married" here (which I think was wrong) but then backtracked and said that I would need to file something like a "recognition of marriage," I can't recall the exact name. It was way too much hassle, time, money, and uncertainty.
With the Utah ceremony, we had our license and ceremony in a matter of a week for a little over $100, and it's fully and automatically recognized in the US, which was the most important factor for us since this is where we will be living. We were both physically together for the ceremony, which meant that within days after our wedding, we were able to file our I-130 with our digital marriage certificate that was emailed to us.