You can take all the documents that you think might be helpful but there is no guarantee that the VO will consider any of them unless otherwise asked by him/her. Usually, US universities don't issue an I-20 until one provides evidence of sufficient funds to cover their expenses. So even financial documents are not vetted by the US embassy. Along with your passport, DS-160 confirmation, SEVIS payment receipt, two passport size photos, and form I-20, it's generally a good practice to take your transkripts, diploma, proof of funds, and previously issued US visa documents. Also, it is important to take documents that show you have a strong connection to your homeland and will be returning after you finish your studies. Dual intent is not allowed for a student visa so you must convince the VO that you plan to return "home".