You and your spouse can get an exemption on your income tax by filing married jointly.
You cannot claim your wife or spouse as a dependent no matter which way you file but you can get better tax benefits by filing jointly as in married filing jointly.
When you're married and living together, you can only file a tax return as either Married Filing Jointly or Married Filing Separately.
When married you'll want to file as MFJ "Married Filing Jointly" even if one spouse has little to no income so that you'll get the best benefits on your income taxes.