Also can I claim child tax credit for my son in 2009 Return

If they didn't arrive until 2010 then you can't claim them because the tax forms are for 2009. After this year for next years filings you can take them as deductions as allowed by law.

Which visa do you have?

Myself on H1 Visa and dependants on H4 Visa

You have 2 choices
Choice 1: File non-resident tax return. Also claim your own moving expenses.
Choice 2: 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 2010. http://taxipay.blogspot.com/2008/04/...ence-test.html

You will get standard deduction of $11,400 and exemptions ($3,650 each) for both of you. You can not claim your child on 2009 tax return as your child was not present in the U.S.
You must both declare your worldwide income for 2009. If you have any foreign income, and on that income you paid taxes in the foreign country, then you can claim foreign tax credit (Form 1116) or you can use Foreign Earned Income Exclusion (Form 2555). Your U.S. Tax Return: U.S. Citizen or Resident with Foreign Income
You will complete forms W7 (application for ITIN) for your spouse and attach with your tax return. You can also deduct moving expenses. Use form 3903.