I went thru this process in jan., i can tell you that you "may" be required to go in for a interview (they state it says that means its possible ) anyway so be prepared for that.
also have everything and ore ready for them, i went thru alot of unneeded hassle with them and rediculous demands.
Bank records, letters, employer letter (your fiance in uk),personal letters,emails,pictures of you together (proves you have met), wedding date and details, date of departure (plane ticket or date you expect to leave atleast)
Phone records for your calls to each other
letters of support
both your passports and birth certificates also.
oh and 2 passport pics
in the interview be prepared to answer questions about how you met, your intentions and how often you speak etc...
seems they have a set form of standard questions than some they choose to ask from your answers
Hope you get someone who wont give you hassle, seems some have no trouble at all, while me and others get the ones who dont know what they're doing and cause problems.
word of advice any problems you have ask for the deputy consulate.