I traveled to Nepal on my OPT back in 2009. I didn't had any problems entering US. Though I was carrying my employment letter, leave letter, EAD card, I-20, etc. they didn't ask me anything. It was as simple as that.

One of my friend did the same thing last year. He had full time job. He got married, applied F1 dependent visa for his wife and got it without any hassle.

Based on these scenario, you should be good to go and as long as you can show affordable income to support your and your wife there shouldn't be a problem.

These are based on my experience, please don't be certain.