We are thinking we need to apply with a VAF4A. But do I need to have been living there for a while for that to work?
No, you don't have to be there for a while first (although if you are applying in the US, you can't use the VAF4a, you have to apply using the online form - you can look at the VAF4a for reference though, and you also need to print and fill out Appendix 2).
If you are moving together at the same time, in order to meet the financial requirement, you (the UK citizen) need to have earned a minimum of £18,600 in the US in the past 12 months before applying for the visa AND you must have a guaranteed job offer in the UK paying at least £18,600 and starting within 3 months of moving to the UK.
Or, if you can't meet this requirement, you can move to the UK ahead of your wife, work for 6 months in a job paying at least £18,600 per year, and then apply for the visa.
Alternatively, if you can't meet the requirements either of these ways, you can use savings (but the first £16,000 don't count and then you need 2.5 times the difference between your salary and £18,600), or non-employment income such as rent from property you own, pensions etc.
You can find out more detailed information about how to meet the requirements in Annex FM 1.7, which is linked on the right hand side of this page:
http://www.ukba.homeoffice.gov.uk/visas-immigration/partners-families/citizens-settled/spouse-cp/can-you-apply/financial/The processing time for a VAF4A seems pretty good, but is there a time limit for the VISA after it is approved before entry? I know the US ones time out, but we have to mix in selling a house to this process so would like to get this done at the right time.
As has been established already here, you can apply for the visa 3 months before you want it to be valid from (i.e. you put your travel date 3 months ahead of the date you apply online), but then you also have 3 months and 28 days to enter the UK and still be able to qualify for the next visa (and eventually permanent residence) before it expires.
So, you could potentially apply 7 months before you actually move: for example, say you applied today, January 2nd, you could put your 'travel date' as April 2nd so that the visa is valid from April 2nd, and then you could enter the UK any time between April 2nd and July 30th. While you can enter the UK after July 30th, you will find that you will have to pay for an extra visa extension later down the line in order to meet the residency requirement for permanent residence.
Finally does anyone have any recommendations about where to get advise for this process, the UK Border Agency web site is adamant that they won't answer any questions about Visa types but really doesn't recommend the sort of person we should direct that to?
There isn't really anyone you can speak to directly about this - as you said, UKBA won't talk to you (and although there are UK numbers you can call and the Worldbridge website/call service, they are known for giving out bad advice because the operators don't seem to know the rules very well), so, your best bet is to look at the UKBA website (all the information is on there) and also there are several people here at UK-Yankee who can answer questions for you too

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Another good place to look is Transpondia's site:
http://www.londonelegance.com/transpondia/family-visas/spousal-visaAny help people have would be appreciated and thank you in advance.
Gary

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