It is possible to marry Ukrainian lady in her country. However, returning to your country with your new bride will take much longer than obtaining a fiancee (K-1) visa. In the United States, the approximate time for obtaining a K-1 visa is, give or take, 6 months, and the approximate time for obtaining a visa for a spouse is 2 years. For US citizens, a good reference is the United States CIS official website: http://www.uscis.gov/portal/site/uscis.