Hello Jennifer,
One thing to bear in mind is Census records can be wrong. They are only as good as the information that is given and the accuracy of the Census taker. Looking at the marriage record it is written with the other spelling variation that I mentioned - Sarah Rebecca McPhee.
All the immigration dates vary as you say - 1900 is 1898 1910 is 1888 and on the 1920 Census it says she immigrated 1897 and is Naturalized in 1901 - presumably through her marriage to Frank.
The 1888 date looks fictious because she is living with her parents on the 1891 Census for Salisbury. Westmorland. New Brunswick. is she not

Israel McFee and Eliza Ryan.

There are a couple of records under the other version of spelling for Sadie McPhee but the birth date is out slightly. - born 1870 immigrated 1893 and Sarah McPhee born 1870 immigrated 1898. Or Miss McPhee born 1873 immigrated 1897. If they gave an occupation of nurse which is what Sadie was in 1900 - it would help but there is nothing specific.

Regards
Sandra