Make the appointment and then go in at that time with your paperwork. The only difference would be if you decided to go "Fast Track" which I don't really know too much about as I think that's a new thing, but a couple people here have done it so you can perhaps gets some advice about it from them. I think it's where you send in your application ahead of time and then when you go in you take your remaining supporting documents. I THINK. I'm sure there's also info on the website about it.
Some of the things we took: -
Marriage license/certificate (obvious)
Both our passports (again obvious)
My CV (resume) along with print outs of the e-mail enquiries I had been making with varying agencies in the UK about work (in your case I would say have your letters of offer for work)
A letter from my father in law stating we could live with my in laws
A letter from the landlord (in our case the council) stating it was ok for us to live there
Father in law's rent book (a copy)
Copy bank statements (all bank accounts, especially savings if you're going to rely on that)
I can't remember what else I might have taken (been 2 1/2 years! Eeep!) If you just go through the list on that website and follow through that, you should have no problems. Really, it sounds like you've already got things together it's just a matter of gathering all the documents needed.
Again, best of luck!