What you should consider are things like:
- photographs of you together and with friends, family, etc.
- any bills in both of your names
- any mail or letters addressed to you both
- (if you're married) copies of receipts for things like your wedding venue, rings, wedding photos, etc.
- Tickets if you went on trips together (plane stubs, hotel bookings, passport stamps)
- any additional communication you have (emails, screen shots of text messages, phone logs, etc.)
- lease with your names on it
I ended up using the IMM form questions to explain our relationship in detail. You can continue the explanation on additional pages. Mine looked like this: <a href="https://dl.dropboxusercontent.com/u/3303660/Application/Additional%20Pages.jpg">click here.</a>
I made an appendix for all my supporting documents that looked like this:<a href="https://dl.dropboxusercontent.com/u/3303660/Application/Appendix-Screen-Shot.jpg"> click here.</a>
Some people include far less and are approved. It really depends on what you think your relationship requires to prove legitimacy. I spent quite a while apart from my spouse, so we included phone logs for a year. Those who didn't spend time apart or who have been longer together than my spouse and I don't need that.
You know your relationship best. If you've been together for years, have lived together for quite some time, etc., you may not need what I needed.
Good luck!