Yes, in general, filing jointly provides the most tax benefits.
Regarding Connecticut estimated payments, you are just required to pay enough so that when you file, you owe $200 or less. I think you should pay your CT estimates separately and that you can stop when you move out of CT.
Regarding your federal estimates, you can continue to pay them separately for this year, if that is easier. For federal as long as you pay enough that you don't owe more than $1000 when you file, you are good.
Ideally your estimates should be the same amount each quarter, but if you feel like your income has increased more than you expected, you can increase your payment toward the end of the year.
You should also be aware that your taxes withheld from your pay are considered to be paid evenly throughout the year, so make sure you have enough tax withheld from your salary.
There are no special rules for newly married taxpayers with regard to estimated payments. If you find you have underpaid at the end of the year, it is easier to get out of any penalties because your tax situation has changed so much since last year.
Congratulations and good luck!
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