What to expect when arriving in UK

I've been hearing a lot of horror stories about immigration officers upon arrival. I'm here asking a few questions to try to ease my mind (already had a few nightmares, eek!)
I'll be coming with a fiance visa/entry clearance. I'm assuming this is going to give me an easier time than someone arriving in the UK to simply visit.
Besides that, what are some things I should be sure to have with me upon arrival? What kind of questions can I expect? Is the fact that I've never been to the UK before, but will be coming for the first time to live there, going to cause any problems/suspicions with the officer?

When I came through on my Fiance Visa (July last year), the guy just looked at my passport, asked me a few questions.... I think he asked about our wedding plans and he laughed when I told him it would be small so no one in the US or UK felt they were missing out or be mad at us.....

I didn't show any documents besides my passport with my visa in it.    It was pretty easy. 

I'm not sure if they'd question you for not having been to the UK... if your visa was approved and you've never been here, it shouldn't be an issue, I'd think. 

Just be sure you don't fly through Ireland on your way here the first time.    You'll need to go through UK immigration to get your visa stamped and if you come from Ireland, you'll go through Irish immigration, not UK immigration. 

My experience was similar to TravelingFrog's.  I was asked how the wedding planning was going, and I showed no documents.  I had a few fingerprints scanned, too; I assume this is standard practice to prove that the person presenting the visa is the person who gave biometrics for the visa.

If you have been given the visa, you have the right to enter with it.

On the plane, you'll be given a UK landing card.  To complete this, you'll need to have the address where you'll be staying -- in your case I presume this would be your new home.  Make sure you have this at hand.  I also had my visa paperwork in my carry-on luggage; I didn't need any of it, but I wanted to have it close at hand in case there were any questions.

If you have been given the visa, you have the right to enter with it.

I guess that's my main concern. All these terrible stories of people being sent back to the states. If I have already been granted my visa/entry clearance and assuming nothing is amiss, is it still possible to have an overly grumpy/suspicious officer send me back? Or am I legally allowed to enter regardless.

I'll go through all the searching and questioning they wish, as long as my fiance and myself can be reunited in the end <3

Yes, they can cancel the visa when you arrive in the UK and send you back, but it would be for something significant - like you telling the IO that you broke up with your fiance and you're not in a relationship anymore.  But aside from something as major as that, it is highly unlikely you'll run into problems entering the UK when you have advance entry clearance. 

I've been hearing a lot of horror stories about immigration officers upon arrival. I'm here asking a few questions to try to ease my mind (already had a few nightmares, eek!)
I'll be coming with a fiance visa/entry clearance. I'm assuming this is going to give me an easier time than someone arriving in the UK to simply visit.
Besides that, what are some things I should be sure to have with me upon arrival? What kind of questions can I expect? Is the fact that I've never been to the UK before, but will be coming for the first time to live there, going to cause any problems/suspicions with the officer?

This page on UKBA tells you what to expect.
http://www.ukba.homeoffice.gov.uk/visas-immigration/general-info/visa-holders/

Using your visa to enter the UK

When you arrive in the UK, an immigration officer may ask you to show evidence of your reasons for coming here. In your hand luggage you should carry copies of the documents that you used to obtain your visa.

You should not experience any problems when you arrive in the UK, if:

    you gave us all the information relevant to your stay in the UK when you applied for your visa;
    you did not, with or without your knowledge, give false information to support your application, and
    there has been no change to your circumstances, or your reasons for travelling to the UK, since the visa was issued.

If you have given false information to support your application, you will be refused entry to the UK and may be automatically refused a visa for 10 years for using deception on an application.

We carried our entire visa application in hand luggage but I would have done that anyway, our whole life was in that envelope!
My husband was asked no questions, just had fingerprints taken and the all important stamp put on his visa.
So as Aquila said, unless your circumstances have changed or you lied on your application, you're good to go.

you guys are lovely, thank you for easing my fears!

our whole life was in that envelope!

That is poignant....how many worried folk standing in line around the world carry that envelope?