F1/F2: 2009/09 -- 2011/09
H1/H4: 2011/10 --now
=> so both are NZ for now. But
=>File as married jointly as Resident alien using the first year choice.
It looks like the process is :
1. Apply for ITIN for H4 now (W-7)
2. Also apply for extension. (4868 and also 1040)
3. after 06/02/2012, file as married jointly Resident using 1040.
thanks a lot