None of those things you mentioned are required. If you have them, then that's great! You can add them to your application. Also, you are looking at a one year minimum wait (but probably more) until you have an interview, so you can add visits (which you should, just in terms of the marriage itself--not immigration) or any other items during that time if you wanted to. If either of you have plane tickets, passport stamps, hotel receipts, etc. to prove you were physically together, that supersedes any photos. But even if you have just one photo together, that would be helpful.
Remember-if you apply, there is a chance you will be approved. If you don't apply, your answer will be 100% no.