As the lawyer stated above, a Fiance Visa is a quicker process than a Marriage Visa.
The way I read your question (I may be wrong) you may be planning it all the wrong way. If you first marry her in Thailand, then you can NOT apply for a Fiance Visa because you two will no longer be single (or divorced or widowed). If you plan on getting married in Thailand, then you should not apply for a Fiance Visa. Even though the visa application process may not discover right away that you are married in Thailand, submitting an application for a visa with false information is reason for the entire immigration process in the US to be reversed at any future time. With ALL of your applications submitted to the US government, make sure that ALL of the information you provide is true and correct. You really have to be 100% truthful.
If you marry in Thailand first, you will be ineligible for marriage in the US (as long as the Thai marriage will still be valid) and everything based on a false application for marriage license in the US will void the marriage at some future point (when it is discovered).
The above answer from the lawyer was the correct and the best answer.
If and when you get married in the US, you should ask the Thai consulate what you will need as far as translation and / or certification of the marriage license, in order to later on register yourself at the Amphor as married. That registration will be based on your US marriage license.
