Getting married to a Kenya lady

If your future wife is working, then you may be able to apply for a Dependents Pass.  You must apply after marriage.  Under the old constitution, these tended to be issued to women and children.  The new constitution allows men to apply, but there might be more scrutiny.  After 3 years of marriage, you would be eligible to apply for Permanent Residency (Category D).

It should be noted that a Dependent Pass doesn't entitle you to work.

If you want to start and run a business, you can register the company while you have a single entry visa.  However, if you want to work within the company you have registered, then you must apply for a Class G permit.  For this permit it is irrelevant whether you are married to a Kenyan.  I have pasted the requirements below:

Class G Requirements.

◦Documentary proof of capital to be invested/already invested minimum of 100,000 US 
  dollars or equivalent in any other currency.

◦Registration certificate of the company OR certificate of incorporation.

◦Copies of personal and company PIN (Personal Identification Number) if business is
  running.

◦For renewals; audited accounts for previous 2 years and a certificate of tax compliance
  from the Kenya Revenue Authority.
     
◦Processing Fee Kshs.10,000 non-refundable.
◦Fee is Kshs. 100,000/= per year or part thereof.