You are so smart for thinking about this. Tax planning is the only thing we'd do differently about our marriage if we had it to do over again because it *really* bit us.
1. Get advice from a tax accountant, ideally one who has a record on immigration and expats. A tax accountant is a specific thing in the U.S. It's not the same role as a general accountant, tax preparer, or financial adviser. A tax accountant can handle both the federal and state level tax implications for you, s/he is usually licensed to practice in one state, and they can help with tax preparation and filing but also much more than that. (Where do you live? If you live in California, I strongly recommend ours.)
2. You will also see services called "pre-nuptial tax counseling" or similar. These may be good, but also make sure you have a tax accountant working on your specific situation for tax filing time (April 15).
3. In the U.S., the Internal Revenue Service (IRS) retroactively marries you for the entire calendar year, no matter when you actually got married. We were married in early October of 2009, for example, but the IRS considered us married for all of 2009. We did not know this. (This marked a rare failing at research on our part, but we had a lot going on: my MIL died of a long struggle with cancer a few months before we were married, we'd been doing months of hospice care, etc; then my fiancee lost his job; I was working full time with our now only income AND in my last year of grad school and thus dissertation defense hell; and more!)
Anyway. This meant that, when we met with our tax accountant in early 2010, we found out that -- due to our new, "combined income" level from 2009 (which was NOT TRUE, as had not actually married and had NOT combined finances beforehand) -- I'd lost ALL of the tax deductions I'd had when I was single. I lost my tuition write-offs (higher education tax credits), which had been substantial, as I paid for my part-time Ph.D. in cash and in full like a good Mustachian. I lost some deductions for the property I still owned in another state, to which my fiancee had, unsurprisingly, contributed nothing. And the list went on, including our being pushed into Alternative Minimum Tax (AMT) territory, but I'll spare you that saga.
I do not exaggerate when I say I wept at the tax accountant's desk as all of this was revealed. Yes, I'm so frugal that I will weep as you pull the money from my hard-working hands and give it to the magical thinking IRS instead. The tax accountant felt so bad for me that he drove us to the subway station and wouldn't let me walk there.
The moral of this story? If we had it to do over, we'd have gotten married on Jan. 2 or something, earlier in the tax year, to make things more neat, give us time to prepare, and give us a true year of combined finances.
Best of luck!