Hello, there.
My husband and I are in the same boat as you. He is the UKC, I am the USC, and my father is joint sponsor with me. Don't worry: your question isn't silly! The information about all this stuff is so spread out.
As the petitioner, your wife is automatically sponsoring you. Although she does not have a residence in the United States, she can prove intent to reestablish domicile. See the I-864 instructions for more information. Also, check out threads on this topic on the UK Expat website, an invaluable resource. We intend to use the following as evidence of our intent to move permanently:
1. Notice to end tenancy
2. Searching for accommodation stateside
3. My husband will give notice at his job here in the UK. (I am a stay at home mum; otherwise, I would do the same.)
4. U.S. bank account
5. Shipping quotes
6. Letter from family who will host us upon our arrival
7. Insurance quotes
Obviously, if you have school-age children, you can show that you've looked into/registered them at a new school in the States. If you have a house to sell in the UK, evidence that it's on the market would help. There are plenty of ways to prove your intent.
Both your wife and her father should fill in the I-864 separately. He will, indeed, put down his U.S. address, which is fine.
Hope that helps. Post an update as to how you get on! Good luck.
