Thanks for your reply.
She will need to apply for a EEA Family Permit in order to travel here to settle in the UK as your fiancé. It is easier to apply for this if you are married but you can apply if they are at the present time your unmarried partner/fiancé provide you can show the UKBA that you are in a "durable relationship" with them.
This usually in involved cohabitation, but each case is judged on it's merits. It also usually involves showing that you have been in a relationship for great than 2 years. You would have to prove this by producing documentary evidence - evidence of your travel, correspondence, statutory declarations from you both detailing you relationship and your plans to settle (see a local solicitor about this each statement would cost around £50+VAT).
She would need to apply for a Family Permit to the nearest UK embassy by completing "Form VAF5 - EEA Family Permit" and submitting it with all the documentary evidence showing your relationship. If you were married then you would need to only produce your marriage certificate.
Once here she will be able to apply for a Residence Card, which is a stamp in her passport showing that she may remain in the UK for period of 5 years. At the end of this time she will be at liberty to apply for Permanent Residence provided she has not spent too much time out of the country.
I have to go out now, I will be able to answer any follow up questions you have in 2 hours or so.
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I will answer your follow up questions you may have.