When you file your return, use the address where you want the IRS to send mail (if they ever need to send anything). That will update your address in the system. If you want to update your address sooner, there is a change of address form you can use, but it's probably not necessary unless you are already mailing back and forth with the IRS about some prior issue.
As pointed out, your filing options will be married filing jointly or married filing separately. (Head of household would only be allowed if you have a dependent child and don't live with your spouse.) Although there are sometimes good reasons to file separately, you and your spouse will almost always pay more income tax than filing jointly (and more tax then when filing as single, too). You should carefully consider this.
