Start collecting these documents as soon as possible. You need to include copies of following documents with your application, take the originals to the interview. Do not send the original documents unless specifically ask you to do so (you will never get back the thing you send).

Please visit here to learn how to arrange your documents first.

If you are single applicant then place all the documents in the same order that describe above and use a heavy clip to fasten the documents and put in an envelop.

In the envelop write down what forms are submitting.

E.g. : 1st envelop: Diversity Visa program-Based Adjustment of Status Form I-485/ Form I-693

If you are married and/or have kids then prepare separate document sets for I-485s. Put each document sets in different envelops and name the as above. Finally include all envelops in a bigger envelop to send your package.

You should send the complete package to the CORRECT Lockbox based on the state you live by either USPS or Fedex/UPS/DHL.

Please refer the lockbox location table 

If you are filing certain family-based Forms I-130, I-131, I-360, I-485, I-765, I-824 or I-864 and you live in:Mail your form to:

Texas

USCIS Dallas Lockbox

U.S. Postal Service (USPS):

USCIS
Attn: AOS
P.O. Box 650288
Dallas, TX 75265-0288

FedEx, UPS, and DHL deliveries:

USCIS
Attn: AOS (Box 650288)
2501 S. State Hwy. 121 Business 
Suite 400
Lewisville, TX 75067-8003

Delaware
Georgia
Indiana
Iowa
Kansas
Maryland
Michigan
Mississippi 
Missouri
Nebraska
North Carolina
North Dakota
Pennsylvania
South Dakota
Virginia
West Virginia
Wisconsin

USCIS Elgin Lockbox

U.S. Postal Service (USPS): 

USCIS
Attn: AOS 
P.O. Box 4109
Carol Stream, IL 60197-4109

FedEx, UPS, and DHL deliveries: 

USCIS 
Attn: AOS (Box 4109)
2500 Westfield Drive 
Elgin, IL 60124-7836

Alabama
Arizona
Arkansas
Colorado
Idaho
Kentucky
Louisiana
Montana
Nevada
New Mexico
Oklahoma
Tennessee
Utah
Wyoming

USCIS Phoenix Lockbox

U.S. Postal Service (USPS):

USCIS
Attn: AOS
P.O. Box 20500
Phoenix, AZ 85036-0500

FedEx, UPS, and DHL deliveries:

USCIS
Attn: AOS (Box 20500)
1820 E. Skyharbor Circle S
Suite 100
Phoenix, AZ 85034-4850

Alaska
California
Commonwealth of the Northern Mariana Islands
Connecticut
District of Columbia
Florida
Guam
Hawaii
Illinois
Maine
Massachusetts
Minnesota
New Hampshire
New Jersey
New York
Ohio
Oregon
Puerto Rico
Rhode Island
South Carolina
U.S. Virgin Islands
Vermont
Washington

USCIS Chicago Lockbox

U.S. Postal Service (USPS):

USCIS
Attn: AOS
P.O. Box 805887
Chicago, IL 60680

FedEx, UPS, and DHL deliveries:

USCIS
Attn: AOS (Box 805887)
131 S. Dearborn St., 3rd Floor
Chicago, IL 60603-5517

You can track with your mailing carrier to see if the package was delivered to Lockbox.

It may take 2-7 days to Lockbox to open your package and start checking for items.

If they find everything is okay, they will charge your payment (This is why paying with credit card is helpful because you will know in advance that your package is good)

Once the payment is cleared you should receive a text from USCIS saying your case was received (see example). This means Chicago Lockbox accept your package officially. At this point you can create myUSCIS account or/and egov accounts by using the receipt number that included in the text to check the status of your application

Then a week later you should receive the Notice of Action (I-797) (see example)

Then you should wait till the biometric letter