Your I20s
Financial Documents
and basically all other supporting documents that you can think off. Its the same process every time you apply.

 Thanks maxpayne :)

 If I have graduate assistantship with stipend.Do I still need the financial documents??
Also, what about those Police reports and all??

I-20, letter from school, recent grades, and financial docs. that's all you need.

 If you have assistantship/stipend, you can show your bank statement from your US bank (one of my friends did that last year). That should work. Police reports are not required. Dont forget to take all your transcripts.

Get a letter from your department which verifies your good standing and the stipend/scholarship arrangements.  Very important.

moon_shine,
All you need is your I-20, sevis fee receipt, enrollment letter for next semester, letter from your dept., bank balance (even though if you have any assistantship but dont show too much amount).
I got my visa renewed along with my spouse this august. Here's what I present to embassy:
I-20, my previous college degrees, enrollment verification letter, bank statement, property report, family report. They dont care about anythingelse except I-20, any funds on I-20.  I didn't even have any assistantship or scholarship.