When in doubt, opt for Married But Withhold at the Higher Single Rate and Zero Exemptions. This *usually* results in overwithholding, so that you get a refund at the end of the year.
If you've got time on your hands and like to do a bit of maths, then you can opt for Married But Withhold at the Higher Single Rate and then use the worksheet to compute the exemptions yourself, subtracting two from the final answer (to give yourself a buffer).
