I assume we're talking about a VWP entry when you mean without a visa? Entering on a short duration entry and immediately getting married will likely be construed as a violation of the non-immigrant intent. Even if you come on a longer duration visa (like an F-1 or whatever), you're well advised not to get married within the first few months for fear that you violated the intent of that visa.
I presume you are a US citizen?
As pointed out, the proper way to do this is to apply for a K-1 visa. Then once you are married, you can file an I-130 for her to get her conditional green card.