Hi Barry,
It is very important for a person to know if they are Thal(Minor) because most of the time it is Asymptomatic. Both parents should definately get tested for Thalassemia(Minor) or Trait.
I myself got tested for Thalassemia here in USA, but the doctors have reported back that I MIGHT be Alpha Thalassemia(Minor). I am lucky to find out that my wife is NOT a Thal(Minor), so my kids will NOT have the risk of carrying the dangerous Thalassemia(Major).
There are 2 type of Thalassemia - Beta and Alpha. You might want to get both you and your wife tested for Thalassemia. Mostly the Hemoglobin Electrophoresis test is done to find out if a person carries Thalassemia genes.
As mentioned by Hallu, if both parents are Thalassemia(Minor), you might want to get the fetus tested. There are 25% chance of having a severely disordered child(who might need blood transfusions throughout his/her life) if both parents are Thal(Minor).
Where are you located?? It is important to go to a doctor who knows about Thalassemia. Also, you might want to print out information of Thalassemia and bring it along with you while you visit the doctor.
Get tested and keep us posted
Good Luck,
-Narendra