You probably could have claimed higher exemptions for this year since you weren't earning much earlier in the year (the amount they withhold assumes you have been making this same salary all year). However, since we are so close to the end of the year, I wouldn't change it now, as 2 exemptions will probably be about right for next year. File your taxes as soon as you possibly can next year to get your refund. You may need to work out with Smokey whether filing married but separate or filing together gets you a better refund.
Once you are divorced you'll be able to claim Head of Household (I'm not sure but I don't know if you can do this while filing married but separate). Filing Head of Household gives you a significant tax benefit.
You don't want to make the mistake of being under-withheld and ending up with a big tax bill.
