It depends how hard or easy it is to marry in SA. For example, in my country there is a mandatory 30 day wait from when you request to get married and then the actual ceremony, making it difficult if you do not have the luxury of a month long vacation. Have your fiancé find out what the requirements are, sometimes there are stipulations for foreigners getting married too.
Another pro of Utah is that it is a US based marriage certificate so if you ever need certified copies it is easy to request them.