Are you ready for the tangle? It's really not that difficult. You fill out a joint return for the federal (called a ghost return because you never file it - your marriage is not legally recognized by the IRS but the figures on the joint return will be needed to file a joint return for the state), then you each file separate real returns for the federal, and a real joint return for the for the state. It's four returns but you only file three of them. Does that make sense?
As to the benefits- ask you accountant. Every couple, every set of incomes, every state, every set of circumstances is going to be different. We were married years ago in Canada. When our middle son was playing Little League we were sitting together after a game and he ran to us to get money to go with the other players for a pizza. I heard one of his teammates ask him how come he had two fathers? "We're Canadian," he answered. "Oh," the kid replied and the two climbed into the van. I've never regretted our decision.