IRS only accepts tax id(itin) application with valid tax return(as jointly reporting).

the procedure is like the following:

1. prepare your tax return. put “pending” in your wife and children’s ssn section.

2. include ITIN application with your tax return.
(someone posted a link to download this)

3. mail 1,2 to IRS(before 4/15, earlier the better)

4. you will get a mail from state tax office that your family need ssn or itin, and it also has the form to put in ssn(or itin).

5. later, you will get another mail from federal irs that has your family’s ITIN.

6. put ITIN onto the form from state office and mail it back.

7. voila, you’ll get your tax return(with joint report) soon.

so, if you want to file your tax return as single, obviously you don’t need itin for your family but i don’t think you want to do that.(the difference is drastic)

hope this helps.