Why mess about - flight to Vegas and sack the whole proposal off
Also I'm pretty sure you're wrong about not being able to visit while a visa is processing - there is perhaps a higher risk and higher burden of proof that you do not intend to stay as you have effectively petitioned and have indicated a desire to reside in the US, but that does not preclude you from visiting under the VWP as long as you are prepared to bring evidence of your ties to your homeland.
That said, it probably would be far less hassle to be added on to your to-be wife's existing green card petition (I-140?) as a spouse rather than have to go through the above and the uncertainty involved especially given the discretion granted to the immigration officers.