We didn't apply for the fiancee visa as we got married in the US and then moved to the UK so it wasn't required. However, we DID have to go to the nearest British Consulate (Chicago) to apply for the Spouse Visa following our wedding.
It was pretty straightforward, although no less nervewracking. We both applied in person and brought the following documents with us:
1. Both our passports
2. visa application
3. tenancy agreement for our rented flat in the UK
4. my husband's letter of employment proving he had a job
5. husband's bank statements proving we had enough money to live on (ie no benefits/welfare)
6. my university diploma/degree (not really necessary, but I thought it might help)
7. also brought along letters we'd written to one another over the years for good measure
8. $500 visa fee
We had a slight crisis as my husband forgot his bank statements. This is VERY important and I nearly was denied my visa, but husband managed to track down a phone, make the international call to his UK bank 20 minutes before it closed, and have them fax through his bank statement - overdraft and all! By the grace of God, they approved my visa.
