As user kenkindy1 stated, if you are married on December 31 of the tax year in question, you are considered to be married for the whole year.
You do have the choice of either filing a joint return with your spouse (Married Filing Joint filing status) or each of you filing separate returns (Married Filing Separate).
It is almost always more beneficial for a married couple to file a joint return. Also, if you live in a community property state, filing separate returns can be extra complicated.
Take a look at the following TurboTax article for more information:
Is it better for a married couple to file jointly or separately?
@lak2010aria
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