First we went to the Quiznos across the street and dropped our bags with them for $10 (each!) and then headed over. They weren't quite ready for us to come in because they were running behind, so asked us to wait about 15 minutes.
Once you're inside, security is pretty intense - like airport security on steroids. A guard accompanied us up the elevator to the floor where we did our interview!
You don't go into a room for your interview. You go to a bank wicket style thing. My fiance came up to the wicket with me, and he managed to attend my interview without any trouble. Because he was with me, the officer didn't even need any of our proof of relationship!