you need to check with the state that you're getting married in as to how long it will take to get your marriage certificate, as it varies. In many places if you physically take the marriage license to the courthouse after the wedding you can get the official certificate the same day, but as I said, it varies. It's usually not a lengthy wait though, even if you send in the license by mail.
If you're hoping to move to the UK within a couple of weeks of the wedding, then you'd probably want to use a visa courier service, who will deliver the application to the UK consulate for you. Using a courier agency generally reduces processing time from weeks to just a couple of days if you have a straightforward case. (But don't buy your tickets until you have your visa, just in case!) You'll also want to plan ahead of time with regards to the biometric appointment- you can fill out the online app and schedule a biometrics appointment before you actually marry so that you don't have to fill our the app and wait for your appointment time to roll around after the wedding.
In short- moving very shortly after the wedding is still doable, it just takes a bit of forward planning.