Since you are getting married in October 2017, you can file as married filing jointly on your 2017 federal tax return. It doesnt matter that you wont be living together in 2017 since your federal filing status is based on your marital status. Married
filing jointly is usually the best option for a married couple because you get
the lowest tax rates, highest standard deduction, and the best tax
benefits.
When you file married filing separately some benefits are eliminated
and others are reduced and this can have a significant effect on your tax
return. If you or your spouse contribute to an IRA, are interested in itemizing your deductions, or live in a community property state, filing as married filing separately can create problems for you. Please
refer to pages 7-8 of Pub 501 under the headings, "married filing
separately" and "special rules" for more information. https://www.irs.gov/pub/irs-pdf/p501.pdf
With respect to your state returns, New Hampshire does not have a typical income tax return. They only tax interest and dividends. You can file as married filing jointly for your 2017 New Hampshire tax return and this might be the best option because the amount of interest and dividend income that your spouse has for 2017 will have to be higher in order for you'll to be required to file a tax return. Please refer to page 1 of the New Hampshire form instructions under the heading, "who must file a return?" for additional clarification. https://www.revenue.nh.gov/forms/2017/documents/dp-10-instructions-2016.pdf
With respect to Massachusetts, you wont be able to file jointly since you dont both live in Massachusetts in 2017. For your 2017 Massachusetts tax return, you can file married filing separately or as head of household if you meet the requirements. Additionally, Massachusetts does not require you to use the same filing status as your federal return so this doesnt prevent you from filing married filing jointly on your federal tax return.
Massachusetts also says that a taxpayer can file as head of household on their state return if they meet the federal requirements for filing as head of household. Since you wont be living together at all in 2017, you might meet these requirements, if you have a dependent who is your child, stepchild, or foster child and that child lived with you for more than half the year.
Please refer to pages 5 of the Massachusetts form instructions under the heading, "what are the rules for filing a joint return?" and page 8 under the headings, "married filing separate return" and "head of household" for additional clarification. http://www.mass.gov/dor/docs/dor/forms/inctax16/f1-nrpy/form-1-instructions.pdf
These are the 2016 requirements for a married person to file as head of household. https://ttlc.intuit.com/replies/4206137
