The pro's for marrying in the Philippines are that its cheaper, you can get an awful lot more for your money and have a much grander wedding for less. Your fiances family will be able to attend, and this will allow you to really bond from the start, and will be very very important to your mahal in showing them your commitment.
It won't make an real difference in terms of visas.
We got married in the Philippines in a Catholic Church with a beach resort reception, and have no regrets.