I just filled out the application online, and they sent me this handy list of supporting documents I'd need:
* your current passport
* your old passport or a copy of it
* One recent colour passport photograph (not more than six months old) Please note: scanned or copies of photos are not acceptable
* If you are in the US - Valid US Immigration Status (originals not copies) e.g. Permanent Resident Card, Advance Parole Document, H1B visa, F1 with I-20 etc
* completed online application form
* documentary evidence to prove relationship to EEA national e. g. marriage/birth certificate (Original documents or certified copies)
* passport/ID of EEA national (original document or certified copy)
* written confirmation that your EEA sponsor will accompany you to the UK
* evidence of funds available to you, in the form of detailed bank statements covering at least the last three months
* evidence of your sponsors accommodation in the UK, for example mortgage or tenancy documents, etc.
* evidence of your sponsors employment or intended employment in the UK, for example a contract or offer of employment, salary slips, etc.
Which isn't too bad actually. Dunno if it helps, but I figured I'd share.
[Biometrics tomorrooooooow!]