We didn't carry insurance on me, so I can't help there. (He's military, and long story short, we believed and are still relatively sure I had insurance through his federal coverage.)
For photos, all of the photos I wished to send (I only sent 8 photos, total, which stressed me out for a bit after I learned how much some others had sent, but we had no issues at all with our application) were digital. I put them all into a word document, with a paragraph or so of explanation typed under each ("This is from our first vacation (itinerary attached) to Mexico. We had never been parasailing before, and here we are, preparing to go for the first time." Etc.), and printed the four-page document on a colour printer. We didn't send any loose photos. I know methods of sending documentation vary greatly, and hope others will chime in with more of their experiences.