Just to add to the good advice already provided. I went to the DC consulate in May (arrived here 1 June) when they were still processing visas and it took two days to process and they advised me in advance not to book my plane ticket until 2 weeks out. Definitely call to see if they can process it the same day. I was told that they could do this in NY, but not DC, so you may get it the same day provided your documentation is in order. If you are missing ANY documentation you will be delayed. I would take everything possible. Pictures, plane ticket for both of your past visits to see each other, phone bills demonstrating calls back and forth, your CV to prove that you can work once married, bank account information in the states showing that you have sufficient funds, any divorce decrees required if either of you were married before (actual copies).
I came over on a Spouse visa and had all necessary documentation as far as housing, employment, money in the bank, letters, etc. Even once all paperwork was in I was still told that it could take 2 weeks.
Another suggestion is to have your fiance write a letter of sponsorship for all of you, your intended marriage, date, and that he will be supporting you and your children until then and there after.
Hope this helps!