Where one works has no bearing on your filing status options. For a married couple, the best way to file is married filing joint. Where each spouse works doesn't matter.
Thank you for your answer. I wonder if TurboTax will know that it needs to exclude DE income in PA tax.
TTX deals with multiple state returns just fine actually. But it's *important* that you do the resident state tax return last. Do not even start the resident state return, until after you have completed all non-resident state returns. That way the program can correctly take into account any reciprical tax agreements that may exist between your resident state, and all non-resident states so you're not double-taxed on the income from the non-resident states.
It's also important to read the small print, so you do not incorrectly include your resident state income in the non-resident state income. (I can't stress reading the small print enough, people still tend to not pay attention to details.)