So you want to get married, eh? Or you don't and you want to know why anyone would? Well, the first thing you get when you get married is a lot of renown. Then you can get gifts, sometimes even the second best weapon in the game, so there are some benefits. Note that you can marry both men and women; where this guide says "woman" or "wife", "man" or "husband" is also interchangeable.
It sounds easy, and it is, once you know how at least.
Thats it. Note that you can have more than one wife, with a limit of one per town (five in total including Lady Grey).
Your wife will periodically give you gifts. You can sometimes get gifts as often as once a day for a few days in a row. The gifts are simply items from the shops in the town your wife lives in, so don't expect many items you can't get through other methods.
Here are some worthwhile rewards you can get, and from where:
Now, to keep your wife (or husband!) happy just go back to her once in a while, talk to her, sleep with her, give her gifts, use expressions on her, etc. The type of gifts (value-wise) as well as the frequency in which she gives them to you seems to be based on some hidden relationship happiness variable.
The last part of being married is, of course, breaking up. There are two ways that you can get rid of your wife.
Oddly enough, getting divorced earns you as much as 600 evil points but killing her earns only 16. To divorce your wife, simply beat the living hell out of her with your fists. Talk to her, if she hasn't decided on getting divorced yet, beat her some more. Just keep doing that until she says it's over.
One final note: no, you cannot have children.
First, buy a marital home, flirt, talk, give gifts, do what ever it takes to get someone to fall in love with you. When they do, they will turn green. Buy a wedding ring, give it to them, then talk to them and they will ask you if you want to get married. Say yes and then repeat the gift giving, flirting, talking, etc. until they turn green again. Talk to them and say yes. That's it.
It's actually a complete quest with multiple parts. First, you need to beat the arena and talk to her in Bowerstone North, you'll need to then buy a Black Rose from the shop in Bowerstone North (it's the very bottom item in the gift section). Then you'll need to talk to people in Bowerstone North to find out Lady Grey's Necklace has been stolen; it's in Oakvale. Go to the Memorial Gardens and spy on the two thieves, then go dig between the two ruined boats in Oakvale by the docks to find the necklace. Go give it to Lady Grey, then go fight Thunder on the Headman's Hill and once that's done, go marry Lady Grey.
Having sex with her is the exact same as sleeping with any other wife, just flirt, talk and give gifts, eventually she will be yours.