According to this page, your partner can apply in person but you need to apply by post.
http://www.ind.homeoffice.gov.uk/applyi ... unationals
After you have been married, you may eventually be eligible for Swiss citizenship, but don't count on it until you have it:
http://en.wikipedia.org/wiki/Swiss_nationality_law
Your partner will become a Permanent Resident in March 2010 (ie after 5 years) if he is "exercising Treaty Rights". At that point he can use form EEA3 to apply for evidence of that.
One year after acquiring Permanent Residence, he can apply for naturalisation as a British citizen. Under current law, Switzerland allows dual citizenship.
You will be eligible for Permanent Residence after completing 5 years on your EEA Family Permit, ie around the start of 2012 (use form EEA4 at that point). If you have married your partner, and your husband is British by then, you would
immediately then be eligible to apply for naturalisation as a British citizen. Otherwise you'd have to wait a year.
As regards having children in the UK, if a child does arrive after your husband gets Permanent Residenct (March 2010) then child would be automatically British at birth. If child arrives before then, he or she could be registered as British as soon as Permanent Residence is obtained (Mar 2010).
No problem under current laws with holding triple British/Swiss/Australian citizenship.
You should factor this into your planning going forward. If you're planning to stay in the UK 5+ years it could make a lot of sense for you to plan your pathway to a British passport and not move elsewhere until you have it.