Choose Single. If both of you are earning income, that is the proper withholding even if you were a man and a woman who were going to file a married filing jointly return. The actual status of what to file on your federal return can be a more complex question. I'd say single as well. However, because of state activity in this area (In CA, next year's filing may be different because of a change in the law.) the question may be more difficult.
Our state (CA) will require registered domestic partners to file as married or married filing seperate on next year's state return. You are required by law to file the same status on both your federal and state return. The federal law, the defense of marriage act requires marriage to be defined as between a man and a woman for all federal uses. What result?
Since CO has not made law changes to force the issue as yet, I believe you should file as single. (Unless you are going to make a civil disobedence-type claim. If so, be sure you coordinate with you local organizations so they can provide legal assistance.) Since you are not in a community property state (even if you are, but the question becomes more complex), you should each report your own incomes and not add them and divide things by two. Divide deductions appropriately.
See a tax professional as this area is still in flux and specific fact scenarios may require different treatment. The law is not yet fair in this area.