The officer processing your app doesn't want any binders/covers etc- just put everything together in a paper clip, and maybe put the pictures into an envelope. Photocopies are okay, but make sure they're clear. You won't get anything back... I sent original photos, though.
There's a fine line between proving your relationship and overwhelming the officer with information. I certainly don't think you need to print all, or even half, the conversations you have on MSN or email or whatever, especially since these kind of things can be manipulated/manufactured with the help of technology, and the IO knows that. Get in the mind of the officer- they see so many applications and they want to see what makes your relationship different and special. If you have lived together and shared a life, evidence from this is the best. Send a variety of pictures, letters from family/friends, airline tickets, evidence of holidays/trips, joint bank accounts or leases, insurance, listed beneficiary etc. I didn't send more than 20 pictures. Just a variety from the past years.