EmVee

Thx, Stevie, but I'm still totally against illegal immigration.

I'll throw in my less than experienced opinion here.
I've been here less than a year, but I can relate to the OP's points. I don't love the US, I don't think I should ever HAVE TO love the US, but I get a lot of criticism for voicing that opinion so I tend not to. That isn't to say everyone here is of that opinion; I live in Los Angeles for one thing, so people tend to be more liberal here. And I married into a Mexican-American family, so they definitely understand my attachment to my own country.
At the same time, I've had people tell me I should be happy to be living in such a "free" country and not have to live in "socialist Europe" anymore. Sometimes I say nothing, but a lot of the time I can't help but point out that, in a lot of ways, the US is extremely censored and 'less free' than a lot of Western European countries. I find that the kind of information people have about other countries here is not actually correct a lot of times. (For example, I've been asked if it's scary to live in a war-torn country. I was mystified until I realised they were talking about the separatist violence in Northern Ireland in the 1970s and 80s. When I told them that had ended a long time ago, and there is no war in Ireland, they refused to accept that answer.)
And I'd take socialism over shitty healthcare any day, thankyouverymuch. I never had to wait for hours to see a doctor at home, I was always treated pretty quickly the couple of times I had to go to the ER and my mom wasn't crippled with medical bills/insurance even as a single parent with 5 kids to look after. Over here, it's only myself and my husband but we can't even afford healthcare for ourselves right now. I'm terrified of getting sick or injured because there's no way we could possibly afford that.
Don't get me wrong, I don't HATE America. Like people have mentioned, the food is cheaper (crappier, but cheaper), there's a lot more diversity in terms of travel and some cuisine, and of course I'm with my husband and that's what matters most to me. But let's put it this way; I'm not sure I'd be happy to continue living here after I have kids, unless some things change DRASTICALLY. Maybe that means I just have to move to a different area here, I don't know. But certainly, LA is not a place I'd be happy to raise and educate a family. And this is one of the more liberal areas... I can't imagine living in a small, conservative community.

That was my screw up, sorry. I think it's like a previous poster mentioned, in order to BE an affidavit it has to be notarized. But you don't have to get an affidavit. I just have written letters from my friend and sister-in-law, they weren't notarized. In the OP's case though, I probably WOULD get it notarized, just to be extra sure all my evidence was perfect because they have so little to go on right now.
Nartaki, it's not a requirement to say that you don't pay bills, etc. in the letter. It's up to you guys what you want to put in the letter, after all. I was just suggesting to the OP that it might be an easier way to explain to the IO why they have so little evidence at the moment. I'm sure what you have is perfectly fine, though.

The letters have to be notarized... I assume you guys have a co-sponsor, right? Is it her parents? You can give the IO a letter from them stating that you live with them and don't pay rent or bills. I think you'll rely heavily on her parents for this whole thing. They could sign affidavits as well, saying your relationship is bonafide and they've agreed to let you guys stay there while your wife is pregnant.
With the bank account, my husband just added me to his own. I'm not sure that I could open one without a SSN but I was allowed get a debit card for HIS account and my name is now on the account as well. So if your wife opens it, you might be able to get yourself added to it, you just can't be an account-holder. If you know what I mean.