There is no right answer to your question. Of course it is better to stay at the same house and show you have joint bank accounts/utilities account etc to prove the legitimacy of your marriage. However, the most important thing is that you have to be able to prove to the USCIS official during your interview that the marriage is legitimate. There is no set way to do it. If she is Nepali, it might be easier for your to convince him even if you are living in different States. Type out your love story (i.e. how you met, where you met, when you decided to get married, why you are living in different states etc) and read the story back to yourself. Does it sound reasonable? You will know your answer. If you want a second opinion, send me a PM.