Hi Carrie,
We basically found every piece of evidence that we are married and living together. Marriage certificate, joint IRS statements, joint bank statements, photo's showing that we've aged and one's of us with our 2 children. This together with the documentation showing our finances and all the other stuff required and that was about it.
My sister-in-law and brother-in-law applied after being married for 2 days in NY (she being British and him American) and they had no trouble...he was exonerated from death row after 23 years and managed to get a visa so I'm pretty hopeful.
Good luck