Your way to reason is correct.
Apply a polar coordinates transformation as you wrote, to obtain:
$$\text{d}x\text{d}y \to \text{Jacobian} = r\ \text{d}r\ \text{d}\theta$$
$$x^2 + y^2 = r^2$$
Hence the integral becomes
$$\int_0^{+\infty}\int_0^{2\pi} \frac{r\ \text{d}r\ \text{d}\theta}{(r^2+1)^{3/2}}$$
The integral over $\theta$ is trivial and you get immediately a factor of $2\pi$.
It's not difficult to show thence that
$$\int_0^{+\infty} \frac{r}{(r^2+1)^{3/2}}\ \text{d}r = 1$$
once the final result is
$$2\pi$$
Write me if you need details to solve the latter integral!
How to solve the integral
With a simple substitution:
$$k = r^2+1$$
$$\text{d}k = 2r\ \text{d}r$$
hence
$$\frac{1}{2}\int\frac{\text{d}k}{k^{3/2}}$$
You can easily proceed by yourself.