Thanks for this great list! I had my interview yesterday and went prepared with everything. My citizenship was based on marriage and these are the documents that the officer looked at / took:
Passport, ID and Green card, obviously
Selective Service registration
Copies of last three years tax returns AND transcripts from IRS (though one or the other would have been fine)
Three months of bank statements
Three months of mortgage statements

I am always reading comments from other membres on this forum, but today I would like to take opportunity to share my wife's interview experince for citizenship.
Below is her N-400 timeline

10/12/05: RD
10/12/05: PD
11/25/05: FP Appointment
02/13/06: Interview notice
04/25/06: Interview Appointment
04/25/06: US citizen since 5:45

Got naturalised today at Newark, NJ as well.
My interview was scheduled at 1:00 and I got there at 12:50 pm.
I was called in at 1:30 pm and the interview lasted 7 minutes. The interviewer was very courteous. He verified that the information in the form was correct. Asked me to sign the name change form (since I had request a name change). Asked the 6 history/civics questions, all of which I answered correctly and handed me the approval notice and told me to show up at 3:00 pm for the Oath.
I was not asked for any documentation whatsoever.

Appointments' procedures for all non-immigrant visas are the same. This is from my personal experience in Nov 2005.

Step 1.
Make the two payments - either by DD or cash at the designated branch of HDFC bank. Take copy of passport along. Get receipt of the payment. There'll be a barcode sticker on the receipt which will also have the number which will be your receipt no. for all future references. This can be done by the individual applying for the visa or any representative but should carry the Passport copy of the individual travelling.

First of all I want to thank God for His favour upon us during the entire interview. I will also like to say a big "Thank you" to everyone on this forum. After I found this forum we did not need any lawyer again.

We got to the interview about 45mins earlier. About an hour later a young lady came out to call our names. We got up and met her at the door. She said she will like to talk to me first and I followed her to her office. She was very pleasant & laugh went I told her how we met.

She ask me the follow:

We just had a very nice and quick interview at the Los Angeles DO!

Now, my case is pretty complicated and i was anticipating a very difficult interview. I have overstayed my B2 visa for a few years. On top of that, in my B2 visa application, I declared myself as married even if i had been separated from my husband for many years. A couple of years ago, i found out that the marriage was not even valid.

We had our interview today in Los Angeles at 10:35 am. Up to now, I'm still a bit confused and worried whether or not my Green Card has been approved. The officer simply told us that he has to wait for a background check (without looking into his computer) before he can make his final decision. He says it usually takes 30 days. He also didn't discuss anything about conditional status. However, there was no sign of doubt on his side when we presented our evidences. In fact, my husband and I felt that the interview went well.

I just want to let you all know about my interview.

I Had my interview today, in the DO of Atlanta, GA at 10:00. I was really stressed. The officer who called us was a nice young lady in her mid 30's. We took the Oath to tell the truth, she asked for IDS, marriage ceriticate, previous divorce certificate, she asked where my husban worked, she verified our address and phone number. And finally she asked for most recent taxes for my husband and jpint sponsor. We had a bit of a problem with the taxes because we didnt have the most resent tax return/w2 for my joint sponsor or my husband for 2005.

By the end it turned out that we were waaaaay overprepared. We did our final preparations last night, the only thing we were worried about were those 3 months that we didn't live together after we got married so my husband even printed out a calendar and made references to receipts for every single weekend that he went to visit me while I was up in school.