Is it better to have 0 or 1 exemptions on your W2's when you are married?

My husband and I were married in May 2005. When I changed my status at work on my W2's, they changed my expemption from 0 to 1. I had less taxes withheld on each paycheck. I did not want 1 exemption, I wanted to keep 0. Can I change my exemption back to 0? We also have a rental property. Do I have to claim the whole rent check each month or just the amount left over after we paid the mortgage on the rental property?