If you keep in mind the basic stuff and have as much to hand to prove it, you should be just fine.
We took an accordian-style folder, each pocket labeled with the type of contents, for easier grabbing. They ask a question and want proof, quick finger search/whip it out.
When I say 'keep in mind the basic stuff' I mean that if you're applying for a wife visa, read carefully the stipulations of qualification. Things like being married. Okay, bring the marriage certificate. No access to public funds. Okay, prove how you can live. Bring papers on how you have money, show who provides this and bring papers on what sort of dwelling you will be in. Etc.
Basically, read through the qualifications and bring every scrap of paper you have to prove that you qualify in every aspect.
But don't be disappointed if you bring 100 sheets of proof and they only ask for 5. At least you'll be prepared.
It was astounding to me to see the people who were applying for a visa and didn't even bring something no-brainer as their passport along!