This could be problematic. You have a fiancee visa, which is multiple entry, but if you are married when you attempt to re-enter then you risk refusal, as you won't actually be a fiancee anymore, you'll be a spouse. You may actually be told to go back to the US and apply for a spousal visa from there. Even if you are granted entry to the UK, you may have problems when you go to switch.
Basically, not worth the risk is my opinion.
Sorry.
Vicky
*edited to say - damn, Andrea, you are too fast for me!*