Pretty straightforward- do NOT arrive too early as you'll just have to wait around as they only let you in about 15 minutes before your scheduled time. They do have small lockboxes for SMALL personal items that aren't allowed in. As others have said, the Quiznos across the street will hold larger bags for 10 bucks, and they are very nice.
All of the consulate staff are very very pleasant, and helpful.
I think I was at the windows for less than 5 minutes each. All my papers were in order and it was very quick. My appointment was for 10 AM and I was good to go by 11:30.