Carole,
You say that on the 1858 marriage certificate, Mary Ann’s place of birth is recorded as Annaghmore. Irish marriage certificates don’t record places of birth. What they record are the couples addresses at the date of the marriage. So Annaghmore is where she was living in 1858. She might have been born there too of course, but that’s just speculation.
There are several places in Tyrone called Annaghmore. Two are near to Brig. One is in the parish of Arboe, the other in Desertcreat. I checked both on the revaluation records but did not find a McWhirter household in either. That doesn’t mean Mary Ann wasn’t living there, just that she was staying with someone else and/or she only stayed briefly. She might have been working on a farm as a servant, for example.
http://www.proni.gov.uk/index/search_the_archives/val12b.htm
Tradition was to marry in the bride’s church, so Brigh Meeting House would be the place to start to look for her baptism and that of her siblings. Their records start in 1837, so if she was born c 1841 you may find her. The records are not on-line anywhere so far as I am aware but there is a copy in PRONI (the public record office) in Belfast.
You don’t say what Joseph McWhirter’s occupation was (as per the 1858 marriage certificate). Likewise for John Thompson or his (un-named) father. These matter a lot because it indicates the likelihood of finding them in the various sorts of records. Someone who was a farmer is likely to appear in Griffiths (assuming they were alive) but someone who was say a servant would not. Agricultural labourers/weavers (who formed a huge percentage of the population at that time) moved about all the time, often taking short term leases on small properties. They don’t always show up in the records, especially the householders records (which are for those with sufficient land to qualify for a vote). They can often be difficult to trace.
Since you are coming to Ireland, I’d recommend you search the Brigh baptism records in PRONI in Belfast as you first step in tracing Mary Jane’s family.