What are the possibilities that a US citizen marry an illegal immigrant?

I know this process can be very costly and requires stability as well. But I just want to know if it is possible, first, without having to go to XY country then back. If it will be better for me(the citizen) to go to XY country and for this person to get deported, then me travel over there...then I won't mind sacrificing my future. The economy is bad all over this world. It wouldn't make a difference. Answers anyone! Pleeease....I need to know what steos to take...