The path to Permanent Residency depends on how you entered:
1. If you entered on a visa, you can adjust status in the U.S.
2. If you entered without inspection, you would have to go back to your native country and at the interview, they would tell you if you qualify for a waiver (i-601). The process is a bit more complicated but not impossible. One warning: a green card is not guaranteed; if your waiver isn't strong enough, you might be denied.

The amount of time you would have to spend in your country can vary from months to years. Most importantly, once you leave the U.S. the 3 or 10 year ban begins.

You might be granted a waiver to overcome the ban, but your spouse would have to prove "Extreme hardship" (supported with evidence: medical, finances, etc) to show why it is vital that you be in the U.S. with him/her and that he/she cannot just immigrate to your country. I think it's best that you marry in the U.S. because you can start the process here and go to your country a few months before the interview (shorten the separation between you and your spouse).

The website stated above is a great one to get more information on the process, especially, for those who entered without inspection.