First, it is important to note the difference between a marriage license (permission to wed) and a marriage certificate (proving it's done). The marriage certificate is what will be required for various government services in México. If a marriage takes place outside México, the certificate will need to have an apostille attached. Look here for information about that:
http://rollybrook.com/apostille.htm. If you marry outside México, you will need to register the marriage when you move to México.
Because of the various paperwork requirements, you may find that it is easiest to marry in México. Because of the apostille requirement, marring in Rome is likely to be a bigger problem than marrying in the USA if your fiancé can come to the USA.
If your husband is employed in México, you may qualify for an immigrant status called
alma de casa. You should enter México with a tourist visa (FMT) and apply for the
alma de casa at your local INM (immigration) office after you arrive. They will want to see your marriage certificate with its apostille.
I hope this helps you plan for your new adventure.