russian and uk national getting married in uk moving to us

Hi to everyone. New to this forum so please be kind.
I need help on the following:
I am russian national on post study work permit expires 23 june 2011. I am getting married to british national who is now working in us for uk company (he started april 2011) Now we applied for COA on march 2011 in hope to receive permition to get married (to give notice of marriage to be precise) before my fiance moves to us. And we didnt (paper work arrived end of april) and after 9th of may we dont need coa anymore. Plan was to get married and apply for a Derivative family member visa to my husband to be E2 visa from UK
Now here is the problem: We will be married on after 16th of June, which leaves me only with 4 working day for application to us embassy before my work permit visa expires. Not sure what to do? Please help.
Apply for spouse visa straight away from uk and then apply for us? or apply for us visa from russia.

1. If you apply for spouse visa then you'll have to wait until it is approved to apply for US visa from the UK. Therefore, delay (considerable, if you make a postal application) and extra cost (if you do not intend to live in the UK in the next 2 years).
2. Alternatively, apply from Russia.

Thank very much for reply. Well this is my concern with spouse visa. Going back to russia and apply from moscow will cost me the same money then actually going in person to home office (Take flights and providing I am not living in moscow, extra travel through russia).
How the home office will look on the fact that my husband to be is working in states and and I apply for spouse visa to stay in uk and intend to move to us. Does these thing matter? Well i can keep quiet about my intentions, but fiance has a visa in passport and travel stamps. If not us moving everything is straight forward.
Any thoughts on that?
Thanks in advance.