Sorry, I was looking at the thread that MeShell referred to, and it doesn't make sense to me.
The fiance visa has an expiration date that is 6 months after the date the application was approved. This expiration date is printed on the visa that goes on your passport. I have not read anywhere else that the fiance visa expires when you get married. That would mean that unless you apply for FLR the day after you get married, you would be living in the UK illegally between the time you got married and the time you applied for FLR.
It makes sense to me that the expiration date of the fiance visa is the date printed on the fiance visa as the expiration date.
As for being questioned by immigration, I entered the UK twice on my fiance visa (both times before I was married.) The first time, I had to answer a load of questions. The second time, I passed through easily without any questions. I got my fiance visa in January. Traveled to the UK in February. Entered again, this time permanently, in April. Got married in June. Got my FLR later in June. Fiance visa expired in July.
If I'm wrong, I apologise, but I'd like to see where it says that the fiance visa expires upon marriage, overriding the expiration date staped on the visa.
Although bryhnt5 is getting married in February and traveling in April, so could FLR long before traveling, so there is no need to travel on the fiance visa anyway. Even if a mail application doesn't get back in time, I believe you just need proof that you sent in the application before the fiance visa expired.