As far as the initial question, Iceland has had same-sex marriage legal since the summer of 2010. For some reason, CIC's hasn't updated its list of countries outside of Canada in which a same-sex spouse and applicant for PR may have married in order to be eligible to apply through the spousal Family Class category. Right now, their page on that reads:
If you were married outside Canada, you may apply to sponsor your same-sex partner as a spouse as long as the marriage is legally recognized according to both the law of the place where the marriage occurred and under Canadian law. This applies to same-sex marriages performed in the following jurisdictions:
•the State of California (June 16, 2008 – November 5, 2008)
•the State of Massachusetts
•the State of New Hampshire
•the State of Connecticut
•the State of Iowa
•the State of Vermont (effective September 1, 2009)
But no matter, because as the first part says, your marriage is valid as long as both Canada and the country in which you were married recognize same-sex marriage, which they do.
I checked out that other not-terribly-comprehensive link agga found and it does say that you have to give a sworm statement to an Icelandic notary at least 4 weeks before the ceremony and to file paperword at least 2 weeks before, so you may be looking at an extended stay in Iceland, unless you're able to come and go easily. I really think it would be best to contact the Directorate of Immigration by phone or email to get the best answer about how to proceed. But I believe they would not even require you to get any kind of permit to stay in the country in order to get married if you were a citizen of a country that is member to the European Economic Area or the European Free Trade Association.
Yes, thank you very much, but it seems I must be staying there
the article says in "What legal papers do I need to take with me?" part
Confirmation from the Directorate of Immigration that you are legally residing or staying in Iceland.