Filing jointly for first time. Should we file at same time ?

[MichaelMc]

Yes, because you will only be filing one tax return. Married Filing Jointly allows a married couple to combine both their incomes and their tax deductions on one return. 

In most cases it is better for a married couple to choose Married Filing Jointly filing status, even if one spouse had little or no income. This allows you the possibility of claiming several tax credits that are disallowed to Married Filing Separately filers. In addition, you benefit from the higher $12,600 Standard Deduction and both (your and your wife's) $4,050 Personal Exemptions.

For more information, please refer to IRS Pub. 501 Exemptions, Standard Deduction, and Filing Information.