Groon, I'll point you in the right direction.
You want to fill out a I-485, I-130 and a I-765.
Go here
http://uscis.gov/graphics/formsfee/index.htm and download these forms. Prepare them, they can be scarey, but after seperating the instruction from the actual part you fill out, its easy.
Does she have her I-94? She needs it. She also needs her Birth Certificate translated into english and Notorized. You also need your Birth Certificate. Get all of her info ready, her parents names where they were born, and the same with you.
Your gonna need 3 years of Tax returns, easy way I did this was call local IRS dept. and have them send me Tax Transcripts for past 3 years, I got them in 2 days.
Don't worry about her being Illegal, I have a little Illagal wifey myself. The only thing is she cannot leave the country till she gets her passport stamped. If she leaves the country, she will not be allowed back in for 10 years. Do Not waste money on the Advance Parole Travel Doc. It will be denied.
These are some basics. Don't wait around till after your married to get started, you want these all filled out so you can mail them out immediately. Where you located? That will determine where you send the stuff.