I got married in 2009. She only has a visitor visa to the US. We are still in the middle of the immigration process. She has never worked here or done anything else that would be related with taxes. She does not have an SSN or TIN. Should I file Single, Married jointly or Married separately? Do we need to file for an ITIN?

If you can file resident tax return, you can file as married filing jointly or married filing separately. If you file joint return, attach W-7 (ITIN application) with the tax return.