What kindredspirit said is true -- if you wanted to get married in the UK.
If you want to get married in the US, that's okay -- no fiance visa is needed if as your fiance doesn't intend on settling in the US after the marriage. He'll enter the US on the visa waiver program, marry you, and you guys can head to the NYC consulate for your spousal visa. Then you head to the UK together.
That's exactly what we did -- DH entered the US as a visitor and we got married a week later with no hassle. Then we spent part of our honeymoon in NYC, where we applied for my spousal visa. If you want to read about our experience, click on the link below.
Good luck!
