You will need to apply for FLR first before you can apply for ILR as you are on a fiancée visa.
The requirements are here on the UKBA website http://www.ukba.homeoffice.gov.uk/vi...pplying-in-uk/#
As long as they receive your application before the current visa expires you are ok.
The cost for postal is £561 and in person is £867.
The advantage of in person is that it should be processed that same day, if postal it could be 4 weeks minimum then anything up to 12 weeks?
Yes, it looks like Swansea would be the closet office for you.
Good luck with you application
