You HAVE to bring as much documentation as you can.
That's what we thought at first too, that the ones that we send along with the application would be enough, but it's not, and we realised only too late, once at the initial interview.
The person who is gonna give you the interview isn't gonna necessarly look through all of the documentation that you filed your application with. At our initial interview, the officer asked for photos, we had many that we brought with us, but I mentionned that we also had send pictures with the application, and she looked through the file and said "no no I don't have any", then it went back and forth like this for a few minutes until finally she found them in the file... All this to say that she had no idea she had them, which proves that she had not looked through the file.
Then when she asked for more documentations and we didn't have much more than what was already initially send with the applications (though we gave her a copy of our honeymoon / anniversary itinerary to Hawaii that was just coming up), she started being really suspicious and that was it, from that point on she started making all kind of assumptions and left and came back with supervisors and all that jazz, only to let us know in the end "we'll let you know the decision by mail" and then we had to wait six months to get a second interview.
So to avoid that kind of situation, I would advice you to bring as much documentations that have both your names (lease, electric bill, phone bill, cable bill, insurance of car etc..), bring all bank statements which will prove your financial history together, plane tickets of travels together if you have done that, also if you have been travelling to each other before marriage, bring proofs of that, as well as of course pictures, even you can bring letters or emails you may have written to each other, anything you can really.
We were so ready for our second interview that our binder was about to explode
well and it all went well in the end but we could have avoided a second interview along with the 6 months of stress if we had been properly prepared.
I wish you good luck, let us know how it goes