We're Muslim alhamdulilah and we did our religious nikah ceremony before flying to the UK on a fiancee visa to complete our civil ceremony. Therefore, after the nikah, my husband and I travelled together which provided valuable proof of relationship material for our application.
List of items:
Application form
Passports (current and previous)
Cover letter: written by my sponsor. He started off with how we met and explained our application. Basically how we met, that we've had our religious marriage and intend to have an official civil ceremony in the UK (this was strong proof that we were genuine), explanation of the various items included in the application: nikah certificate, skype chat logs, emails, travel itineraries, pictures, UK housing documents, bank statements...etc and a closing statement declaring our love for each other and a kind request to grant the visa.
Its a good idea to exlplain your documents in the cover letter as it is as if you are speaking to the visa officer yourself. Instead of them just examining your documents themselves, you've given them a briefing about them which always helps them understand and process your application.
Documents:
Nikah certificate
Travel tickets and itineraries for the both of us. [Also a good indication that we have met.]
Skype chat logs and emails
Pictures of religious ceremony, travels...etc
Proof of accommodation documents in the UK
Bank statements
Husbands employment letter
Receipts of substantial presents (jewellery..etc)
Everything else that they asked in the application (I don't remember them now)
....and anything else that would help us prove our relationship.
Basically you need to convince the officer that you are in a genuine relationship, you have sufficient funds to survive on your own for at least 6 months in the UK and that you truly intend to go to the UK for marriage and settlement.
A fiancee visa is a settlement visa so it entitles you to use the UK NHS (national health service) as soon as you land in the UK. This is because you should be intending to settle with your spouse.
Hope this helps!