Traditionally, priests like couples to marry in the parish of at least one of the couple, but they are realists, and accept that modern lifestyles often make this difficult.
You should make an appointment to see the priest at the church of your choice, and ask if he would be willing to marry you - obviously you will need to give him some dates, because church weddings are still very popular, and you will need to book in advance.
Decide between yourselves if you want a full nuptial mass, which is a long ceremony, but seen as more appropriate by the clergy, although it is not compulsary.
I'm not sure if you still need to prove baptism by producing your baptism certificates, we did for our wedding, but that was twenty years ago, again, check in advance. If you do not have your certificates, the church(s) where you were baptised will supply copies, but these things can take time, so make some enquiries.
Be prepared to be reasonable with the priest, remember, you need his co-operation, he does not need yours, so the approach should be along the lines of wanting to marry in your local church but circumstances prevent you from doing so because (insert believable reasons here). If you are not both Catholic, the priest may ask for assurances that any children will be baptised and raised as Catholics, which of course, you must give.
That should get the ball rolling - every happiness to you both.