You file as married. Filing status goes by your situation on 12-31-16. So even if your wedding date was December 31st, you are considered married for the whole year, for tax purposes.
" sending my licences off this up coming week" - I assume you mean, you are notifying the Social Security Administration of your name change and/or changing your W-4 withholding at work. . Other than that, there is no notification to the IRS required. You simply start filing as Married Filing Jointly (or in rare cases Married Filing Separately), when you file your 2016 return in early 2017. You may no longer file as Single or Head of Household.
