Thanks to all the help from VJ reviewers, our experience was awesome!
We arrived early and stood out in the freezing temps, but we were first in line. After they finally let us in we made it through security and sat in the downstairs room by the elevator. My fiancé had all his paperwork ready to go and in order. We were A1 and they called us in quickly. After going through all the paperwork she asked us to be seated and said we'd be called to interview shortly. Within minutes we were at the desk of the nicest girl. She asked us a few questions about our relationship, when we were getting married, and we chit chatted about the weather and whatnot. She smiled and said she was approving our visa and I almost hugged her through the glass!
All in all, we were in and out of there by 8:40, most of that time waiting.