as a matter of fact since I have been in this 'situation' for the last 9 years or so
Initially we went separate lines.......but then it dawned on me that it could also be suspicious 'where is your wife?'/'oh she just went through her line' so we now go together
of course that in this crazy world we live in the mere fact of travelling with your GF/wife that doesn't have residence in country 'x' along with BF/husband who is a citizen of 'x' can result in 'we suspect that you are trying to sneak in and stay!', in fact I know a Canadian guy who was accused of that very thing in Canada.