Applying for spousal visa--any suggestions?

My husband and I are planning on going to the consulate in Chicago next week to apply for my spousal visa.  We have the following items to bring with us:

*A letter from his father's business stating that we will both be permanently employed when we arrive in the UK (on a joint salary of around 40,000/year)
*A letter stating that we have a place to live on a 5-year lease
*A letter from his father stating that we can stay with him if the need arose
*Three months worth of bank statements from his father
*A letter from his father stating that he'd support us so that we wouldn't have to go on public funds if we were ever in that situation
*Marriage certificate
*Both our passports
*Two passport photos of me

I won't be including my bank statements because I've depleted my accounts and will be closing them before I leave. He wasn't able to get his bank statements while he was over here because his bank doesn't do Internet banking and there's no time to have them mailed.

Is there anything else anyone can suggest we include? Any advice for the interview? I have to admit, I'm beginning to lose sleep over it because I'm sooooo nervous (mostly from not knowing exactly what to expect in the interview).

Thanks in advance to anyone who can help.

Edit: Also, do we need to bring anything to "prove" we have a relationship?

I would suggest bringing some evidence of job skills.  To a disinterested observer, your whole situation appears to depend on the kindness of his father.

Others may scoff at my caution, but personally I always have a Plan B.

Jim

Good luck in Chicago, I think you will do just fine. My wife and I just went through the visa process at the end of last year. I (the UK citizen) had just moved to the UK and did not have any bank statements either, but I had a letter from my employer stating wages and that was apparently enough. I got my landlord to put my wife's name on the lease along with mine. My wife submitted two employer recommendations and a resume, and we sent along print-outs of emails, letters sent by post and spent pre-paid international calling cards as 'proof' of our long-term relationship (or that our marriage wasn't some sort of immigration scam).