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If you change your name as a part of your naturalization process, be ready for 2-3x amount of paper work. I still haven't  figured out all the pieces. Car, Mortgage, Employer etc.

@Pennywise Processing times on USCIS website are completely off and have nothing do with a situation on the ground. I'm not sure why they keep referring people to that web page. For instance, we applied end of March 2017 and had our oath ceremony  in July. Total application time, door to door - 3.5 months. The website still says 'October 2016' for Boston field office.
 
Yes, your interview letter will contain the list of documents you need. I believe general rule is to take more documents with you that you'd need or absolutely required. More is better than less in this case. 
 
About passport photos, I'd like to clarify this a bit. It looks like you need passport photos only if you change your name as a part of the process. On our ceremony, about 15% of applicants applied for a name change. If you do not change your name, you get your naturalization certificate with _printed_ photo and your signature from your FP appointment. When people change names, they _usually_ change signatures. In western countries, signature is how you sign your name, it's not mandatory though. 
 
Photos on the certificates have signatures on them. So, for people that were changing names, photos were glued to the cert with their new signatures (not printed).
 
As for folding the certificates as a part of passport application. It really depends on your local post office and passport processing facility. I and my wife applied at USPS offices at different locations (the ones closer to our work) and in both cases they packaged our applications in full sized envelopes with no folding. They even allowed my wife to keep her application in original USCIS envelope and she got her certificate back in the same envelope. However, they stapled our certificates to the other  paperwork, so you'll get some extra holes on the edges. You DO need to send the _original_ certificate and not its copy. Certified copy can only be issued by USCIS. However, USCIS really wants you to send the  original: https://www.uscis.gov/tools/how-do-i-customer-guides/how-do-i-guides-us-citizens/how-do-i-obtain-certified-true-copies-certificate-naturalization
 
For SS office. Logistically, it's better to apply for your passport the same day and pay for expedited processing - $60 extra. You may also get a passport card, which is pretty convenient to keep in your wallet. It took about two weeks to get our passports and documents back. After that, you can go to any SS office to make the change. Up to you. If you are not in a hurry and don't want to pay extra, go with normal processing after visiting to SS office.
 

If you change your name as a part of your naturalization process, be ready for 2-3x amount of paper work. I still haven't  figured out all the pieces. Car, Mortgage, Employer etc.

first day being a new citizen. Good luck to you all!