Yeah - it might be worth checking if you can expedite it if there are reasons you need to leave quickly

Don't get caught out leaving without one! Someone else did that and got stuck... not sure what happened to them...

. He even included the Embassy's response, which I think is very informative:
Thank you for your e-mail correspondence. Unfortunately, the current circumstances require that you obtain either an immigrant visa or a K-3 visa in order to re-enter the United States . The first step in this process requires that your wife needs to file the I-130 petition for an immediate relative immigrant, as well as the I-129 petition if you wish to simultaneously pursue the K-3 visa.
The K-3 visa was designed to reunite family members who are awaiting processing of an immigrant visa. Further information on the K-3 visa and application process is available on the U.S. Embassy website:
http://london.usembassy.gov/cons_new/visa/iv/kapply.html.
Please note that the K-3 may take approximately three to six months to process to issuance. You may shorten wait times by beginning the process of obtaining required documents such as birth certificates, marriage certificates, police certificates, ect. The link above gives additional information on the required documentation. The UK police certificate is valid from one year from date of issue, if the certificate you obtained to present for your K-1 visa is near expiration you are advised to apply for a new police report as soon as possible.
We understand and sympathize that this is a personally stressfull time, and regret that we could not be more positive in our response. Please be assured that on receipt of the approved petition from USCIS, the Embassy will endeavor to handle the visa request as expeditiously as possible.
Sincerely,
Consular Information Unit
U.S. Embassy, London
CONS/CIU/MLPM