As long as you were married on or before 12/31/16, you are entitled to file using the Married Filing Jointly filing status as if you had been married the entire year. The fact that you did not change your W-4 (not W-2) with your employer is irrelevant to the filing status you can use on your return. Remember that a joint return (MFJ) is one return covering the income and expenses of both of you.
If for some reason you choose not to use the MFJ filing status, you would have to use the Married Filing Separately filing status and file two separate returns. Note that the MFS filing status is usually the WORST filing status in the tax law and is usually not recommended for persons who are married and eligible to use the MFJ filing status.
