Hello!
It's a hrd decision, no matter which way you go - but being in a realationship like this, it's always a comfort (to me atleast) that if one country doesn't "work out" then you've got a new one to try.
If we're STRICTLY speaking paperwork here - it's loads easier to go to the UK. You get a fiance visa, go to the UK, get married, go back to the US to get your spouse visa, then thats it. (Basically). Doesn't take long either, you can get your visa, if all your paperwork is in order and theres no huge other circumstances, in one day.
Going to the US is more difficult in my humble opinion. I suppose as far as paperwork it's no different, but it's takes a lot LONGER, especialyl as you're in the US. It's quicker (from what I've learned) if you're both already in the UK & married - but as an engaged couple getting her in the US on a finace isa (K-1) it can take bloody ages.
Go here for more info on the going to the US...
http://www.kamya.com/misc/links.htmlhttp://www.usembassy.org.uk/cons_web/visa/iv/fiance.htmhttp://www.k1homepages.com/#ukhttp://www.immigration.gov/graphics/faqsgen.htm#marriagePersonally, I moved to England for these reasons:
1. David had a much better job that I did, he couldn't leave him I could easily leave mine
2. The process looked easier to get me into the UK
3. We were sick of being apart.
Good luck in whatever you do - it's a really personal decision, I just suggest doing as much research as possible. Thank God for the internet, eh?