both of what you have been told is not nes. true, depending on your situation.
i posted this in another thread and ill post it here also, first thing
Not sure if you saw this, but its pretty much a step by step guide and has most of your answers here.
http://www.cic.gc.ca/english/information/applications/fc.aspthere are a few different ways to go about this,so read this and then if you have any detailed questions post away, it would take several pages of post to respond to the general question you presented, but in short you CAN apply for PR and not be seperated, but you have to be married to sponsor your fiance unless you have lived together for more than a year and are considered commonlaw.
so read this link and download your forms and then ask away.
ps: outside application is much faster than inland but if she doesnt need to work or have ohip then it doesnt really matter.