here is the excerpt from an old case decided 10 years ago, in pertinent part provides that, "Upon showing that . . . immigrant visa petitioner's state side sponsor was United States citizen and that petition had been approved by INS, sponsor and his spouse were eligible, if document-ready, for immigrant visa interview at United States Consulate General in Hong Kong upon submission of approved petition to Consulate General by national visa center,. . . "(Le v. U.S. Dept. of State, Bureau of Consular Affairs
919 F.Supp. 27, D.D.C.,1996.) which implies that a marriage-based immigrant should get approved by INS first before interview with an US consular.
don't know if it is still a good law.