I came to US in Feb, 2008 and this is my first time filing taxes. I am married and my wife is still in India and she has never been to US but she has a valid H4 Visa and H4 stamp on passport.

Now can I file under Married Joint filing status? Or What status should I use?

Thanks in advance

In your case, it is the best option to file joint return as residents. You will attach W7 (ITIN applicatin) with your tax return. You must both report your worldwide income.