If you get married in the US, the consulate organises for the marriage to be 'registered' - they communicate with the French officials who will eventually send you a French marriage certificate and your Livret de Famille (the French spouse's civil status will be updated in the Mairie of their birthplace). The disadvantage here is that the Livret de Famille can take between 1 and 6 months to arrive (we waited 3 months for ours, I think it depends how busy the Mairie is).
It also seems that to apply for this registration, people who marry in the US have to get the official marriage certificate apostiled (which apartently is difficult sometimes?). So if you get married in the US, you have to wait for the Livret and still apply for the visa in the US.
Depending on what visa you are on now (if it's a long stay visa I think), you may even be able to change your status if you get married in France (not having to re-apply for a visa). Otherwise you can get through the paperwork of a French marriage and make a trip back to the US, livret de famille in hand, to apply for the visa.
It also seems that to apply for this registration, people who marry in the US have to get the official marriage certificate apostiled (which apartently is difficult sometimes?). So if you get married in the US, you have to wait for the Livret and still apply for the visa in the US.
Depending on what visa you are on now (if it's a long stay visa I think), you may even be able to change your status if you get married in France (not having to re-apply for a visa). Otherwise you can get through the paperwork of a French marriage and make a trip back to the US, livret de famille in hand, to apply for the visa.
