There is no proof that says Jesus
is or isn't married. That is up to your beliefs. The Da Vinci Code however is a work of fiction.
What I can tell you though is that the Dossiers Secrets which was the central theme of the book, in which it insinuates that Leonardo Da Vinci was part of the Priori of Sion is fake. It was created after Da Vinci's time and therefore was not a listing of the members and grand master passed down from century to century.
While the book was more detailed than the movie, I enjoyed the movie more because putting up with Brown's choppy writing style was quite a headache for me.

But nevertheless there were things that would have probably flown right over my head if I hadn't read the book, one being all the things that they changed.