It depends on what your wife’s religious tradition is. If she is Christian, then there are many things which you already hold in common which you should celebrate such as your common baptism, common scriptures, belief in Jesus as Lord, etc. In short, what you can do together in conscience, you should do together, refraining only from those things which cannot be shared in conscience, such as reception of the Eucharist. It is also important that you have a good knowledge of your spouse’s religious tradition since it’s part of who she is.
If your wife is not Christian, then it’s important to keep two things in mind. First, because of the great differences in faith, strictly speaking, it is not possible for us to pray with non-Christians. However, we may respectfully observe and be in the presence of people of other traditions when they are at prayer. Second, it is also important to avoid expressions of “synchretism”, that is, blending different aspects of each religious tradition into an amalgam which is not fully expressive of either one.