Hi Everyone,
I finally got my Interview and CPO immediately after. This thread was 95% of information I required and used for my AOS (I read all 200+ pages at least twice). I would like to thank everyone who contributed to this thread and shared information and experiences. This was extremely useful. I will keep reading the thread until end of FY 2011 to help anyone who is still in the middle of the process.
Some notes on the interview itself. It took a little bit more than 1 hour. IO asked to talk to me first (as principal applicant) and only after that asked to invite my wife (applied as a dependent). IO was great - asked clear questions, made some jokes, etc. He mentioned that it was quite a while since he handled a DV case last time. For that reason, he opened his PC and printed for himself a DV-specific checklist which he used throughout the interview (it was approximately 10 items in the list; I was unable (and was not trying to) read the items, but they were likely things like "check visa availability", "verify applicant is currently in status", etc). This is pretty much what IO did. We went through I-485, verified key information (dates, names, yes/no questions, etc). IO opened recent Visa Bulletin and verified visa availability by comparing my case number with current cut-off number. Asked for some originals (Passport, SSN card, I-94, etc). Asked why I want to be LPR, a few questions about history of my country and my parents. I was able to see KCC file that was a separate package, containing my name and DV case number. IO then said that it's going to access classified information (web site) to verify security clearance status, and I have to leave the room for 5-10 minutes. I left the room, waited for 10 minutes. Then we went down to invite my wife and continued interview together. He pretty much did the same for her, including access to classified information which required us to leave IO room again. After a little bit more than 10 minutes since we left his room together, he invited both of us, said "I approved your case", shown us already stamped passports with temporary I-551 and explained that it serves 3 purposes (work authorization, travel authorization, confirms our status as LPR, AFAIR). Then he asked if we have any questions. I had some, which he responded to. Then he expressed his greetings to us, shake hands and this ended the full 1-year+ process! It was a great feeling (and it is still). I'm glad that such professional people work at USCIS.
Finally, I wish good luck for everyone who is still awaiting their interview. I think DV is a great opportunity and should normally be a simple process, so don't overcomplicate things. Just read this thread, before preparing your documents and before the interview.
P.S.: FO was San Antonio, TX.