A perspective from someone who's been there, done that --
(Discaimer: My experience is with Moscow. YMMV)
There is little reason to be there for the interview. They won't allow you even into the building. If the woman you are going to marry is not confident enough to jump through bureaucratic hoops (a Russian national pastime), sit and wait, then answer some questions honestly, reevaluation of your future plans are in order.
Although YOU have been planning for this moment for many months, it is more than likely that to your woman, this event (actually having to relocate) has seemed like it would never happen. Americans are optimists, always making plans and schedules. Many of the Russians I have met don't operate this way. Perhaps because things usually work as planned in the US, not always the case in Russia.
So while you plan to grab the visa and fly before the ink is dry, she probably has a number of 'loose ends' to tie up. Things like saying goodbye to her friends and family, filing papers to end employment and secure any pension monies accrued, getting certified copies of vaccination documents, redistribute the wealth of things she owns (which might seem small to you. To her, they are her worldy possessions.)
I only took Jet's advice half heartedly when he said you would just be in the way during this process. I should of listened more, as he was 100% correct. It's a stressful time, and you will be another burden (or at least, distraction) for her to deal with.
I think what works best is to arrive at a mutually agreed on date, likely a few weeks after the interview. Plan on only spending, at most, a few days in Russia. I brought several large suitcases with me (I had been leaving one behind each visit). You can help pack all that she will take (2 x 32Kg checked baggage, 1 x 10Kg carry on) for each person traveling (domestic is less, if you're not ticketed through to your final destination).
Spending only a few days will give you time for last goodbyes and well wishes, and maximize your time together once you arrive in the US. A much better use of your time and resources.
