In case you haven’t heard about this yet, here’s an article regarding the little fourth-century Coptic papyrus fragment that seems to mention a wife of Jesus:
As late as it is, I don’t think the rather ambiguous little fragment offers actual substantial evidence for Jesus having been married. On the other hand, it does apparently suggest — though there is also the possibility that it was intended metaphorically — that at least some Christians in the 300s AD believed that he was. There is no clear historical text from antiquity saying that he wasn’t, although his asexuality rapidly became Christian dogma (reinforcing, and reinforced by, the rise of asceticism and monasticism) in the first centuries after his mortal life.
A good place to commence examining this seldom-discussed question is probably still William E. Phipps, Was Jesus Married? The Distortion of Sexuality in the Christian Tradition (Lanham, MD: University Press of America, 1986), and perhaps also William E. Phipps, The Sexuality of Jesus: Theological and Literary Perspectives (New York: Harper and Row, 1973).