We didn't go through Montreal, but I will tell you what we did...
A file envelope with different sections-
One for all USCIS stuff-
originalsNOA1
NOA2
I-130
G-325a's
Marriage Cert.
Birth Cert's (his & mine)
One for NVC stuff (except my 864 and our co-sponsors 864 and 864a)-
copiesDS-3032
DS-230 Pt I and unsigned Pt II
Another separate file for the 864's (tax transcripts, employer letter, tax release form)
My sister's 864 stuff
864A
One for all Embassy correspondences and supporting evidence-
copiesmedical, police report, embassy letters, interview invite
bank statements, bills, e-mails, airfare tickets, mobile phone bills, cards, letter, wedding invitation
Incidentally, this may have been overkill-but I would rather have been overprepared than under.
Good luck with your interview !!!