I'll echo what others have said -- make sure you know what you're getting into before you move! I, too, lived in Glasgow, but fortunately had friends from there who were able to steer me in the right direction before I arrived, so I knew the area I was moving to was ok.
I know that you love your boyfriend and all, but what may seem like a "good" area to him (because maybe he's always called that area "home") might seem downright dire to you, compared to life in the U.S. And, some areas can seem very good, but then you walk a few blocks in a certain direction, and things deteriorate quickly.
As for whether or not 4,000 GBP is enough, sit down and look over your budget. Plane tickets, moving expenses, visa costs, wedding expenses, not to mention furniture, food, transportation, whatever -- all of it adds up. Whatever you do, you need to take into account the fact that it will take you some time to find a job over there after you get married. Please don't make the mistake of thinking that his Mum or his sister will help supplement his 500 quid a month income 'til you get settled.
In addition to that, I'd advise that you try to find your own place either alone or with your fiance -- deciding to live with people you don't know very well (i.e. his family) may not be the best decision. You have no guarantees that you will hit it off straight away. I made the mistake of staying with my ex bf's family for 2 weeks upon arrival in Scotland while I waited for my uni accommodations to become available and it was horrific. Even though I contributed money to the house, pitched in with tidying up and meal preparation, etc. they resented me for being there as they didn't know me very well and our relationship was strained from then on out as a result.
Finally, not to be judgmental or anything, but I really think it's impossible to truly know somebody just from a couple of visits. Is there no way that you could "try out" life in Scotland before you make things with your relationship permanent? I mean, if you're studying full-time now, you'd be eligible to work in the UK on a BUNAC visa for 6 months after your studies end. You may find that you love it there, or you may find that you hate it there. But you should really give yourself some time to decide.
Also, try to remember that people are different when they're on holiday. They're relaxed and in a fabulous mood because they're escaping from everyday stress. You don't really know a person until you see them daily, and see how they act under the pressures of everyday life and work. How they interact with their families and friends. What their social habits are.
Just some food for thought, anyway...
Good luck!
