The Bible never mentions a wife, and I believe most Christians believe he died unmarried and a virgin. Untainted by all those nasty earthly pleasures and all that.
From a historical perspective, there are a few years where we don't really know anything about what he was doing, and I don't think it's unreasonable to suppose that he might have had a wife, but there's nothing to suggest he did either. I don't think anyone will ever know for sure.
As for associating himself with beautiful women, he actually had a tendency to associate himself with the dregs of society at that time. Some scholars believe that Mary Magdalene, the main female follower that we know of from the Bible, may have been an epileptic. Epileptic fits were regarded as possession by demons in that period, and there is a reference in Luke to Jesus having cast seven devils out of her. She is also commonly believed to be a reformed prostitute, but the Bible doesn't mention anything of the kind.