Hello Haz406,
Well so many different things to address all at one time, but I'll give it my best shot anyway.
First as a Legal Permanent Resident (LPR) of the United States of America, you should be aware that regardless of where you live in the world, you are going to still be required to file an annual 1040 Income Tax return with the IRS. The only way around that for US citizens is to formally RENOUNCE their citizenship, giving up their passport and all other benefits that citizenship offers, and pay a huge exit tax. I assume that as an LPR you'd need to formally renounce your LPR status and pay a similar exit tax, so you should check out all those formalities and think very seriously about the implications before you do anything else. If you retain your LPR and do file an annual return with the IRS, then you are required to report all of your Brazilian income to the IRS as part of your "Worldwide Income" and thanks to the provisions of FATCA and FBAR they're going to be getting all your bank account information too. Bear in mind that there is no bilateral TAX TREATY between the USA and Brazil, so the only protection you would have from double taxation would be any specific provisions in US tax regulations to reduce your US tax payable by any amount paid in Brazil, or partially so.
If your ultimate plan is to marry and have your wife move permanently to the USA, then losing your LPR would be a devastating blow and you'd have to start all over from square one yourself. Only after re-establishing your LPR would your spouse be able to apply for her LPR.
Regarding the actual procedures surrounding the marriage, it's really six of one and a half dozen of the other. In either case one of you is going to need to provide stacks of documents, notarized and duly translated, have the appropriate visa, which is going to be extremely important if your future bride comes to the USA to marry since getting married on a B1/2 Visitor Visa can result in being banned from entry to the USA for up to 10 years in some cases. Also if you marry in the USA she would have to register the marriage both with the Consulado-Geral do Brasil in the jurisdiction where you reside and again at the 1º Oficio do Registro Civil here in Brazil (either in the state where she resides or in the Federal District).
Also losing your LPR, would have the effect of giving up any chances of naturalization as a US citizen, which to my way of thinking would be a real "deal breaker" for me. You'd be giving up one of the most widely accepted passports in the world for one that is listed 21st on the Henley & Partners list, behind even some African nations.
If you do marry here then the process and documents required marriage and the subsequent permanency application are detailed in the following topic thread:
/forum/viewtopic.php?id=280525
Cheers,
James   Expat-blog Experts Team