Letter should be in company letterhead with your designation and salary. Copy of your pay stubs. If you have filed tax include that too. If you are not going back home no need to go Canada or Mexico to stamp. Just send the copy of H1 (I-94). Marriage certificate is must so on pictures of the wedding. And rest what "CaMoFLaGeD" have mentioned. No need to worry about previouse issues. H4 visa is not that hard to get. Best of luck and check all the documents properly before you send.