Check the EEA2 application form, it has a pretty good overview of what you need. I found that in a standard case the following documents are required:

• both passports (or EU ID cards)
  
  proof of address (for both partners): a joined bank statement or utility bill would be perfect
  
  proof of employement: they actually asked me for a letter from my employer, the original offer letter and 3 pay slips
  
  original marriage certificate