Hi,
I would like to know the tax form to be filed in 2009.Please let me know.

I came to US in student visa (F1) in AUG 2005 and graduated in July 2007.

IN OPT from July 2007 until OCT 2008. Got my H1 in Oct 2008.

Got married in OCT 2008 and claiming my wife as a dependent ( She doesn't work).

Which tax form do I have to file? I understand that we have to file jointly.

Please let me know the details.

You can file resident tax return as Married Filing Jointly. You will have to wait for 5 months to file your tax return till you meet the Substantial Presence Test in 2009. Read Your U.S. Tax Return: Substantial Presence Test

You will get standard deduction of $10,900 and exemptions for both of you

You will complete forms W7 (application for ITIN) for your spouse and attach with your tax return.
Read about H1-B tax filing: Your U.S. Tax Return: The U.S. Visas

Thank you very much for a quick reply.
2 more clarifications please.
In 2008, I was in US for 76 days after my H1B was active ( OCT 01 2008). So I believe, I don't meet the substantial presence test.

Can you please explain this in detail : You will have to wait for 5 months to file your tax return till you meet the Substantial Presence Test in 2009?
How can I do that ? Do I have to file a tax extension in this case?

Yes you file Form 4858 for extension and file your tax return after you meet SPT in 2009.

The extension Form is 4868.