You can deduct state tax because your W-2 has the amount of your state tax with-holding. You don't need a second proof for that when you attach your W-2. You can not claim any other deductions if you are filing as F-1. If you file as US resident you can deduct $5000 as standard deduction without a proof, and personal exemptions for your spouse as well. If you mind legality, you got to go with the F-1 filing.