i just received one recently. just check the ukvisas.gov.uk website for the visitor application and the supporting docs required should be mentioned there. only a few docs are actually required (like your passport, address in the uk), but the more you provide, the better your chances. you can apply online at http://www.visa4uk.fco.gov.uk/ApplyNow.aspx, and then mail in supporting documents or schedule an appointment depending on how your application center handles applications.

here's an excerpt from the FAQ of their website:

What supporting documents should I include with my application?

You should include all the documents you can to show that you
qualify for entry to the UK as a visitor. If you do not, we may refuse
your application.

As a guide, you should include:

• bank statements, payslips, or some other evidence to show that you
  can pay for the trip and that you have enough money to support yourself
  and any dependants without working or getting any help from public
  funds, and
• evidence that you intend to leave the UK at the end of your visit (for example, a letter from your employer).

If you are visiting family or friends you will need:

• a letter from your sponsor (the person you are visiting) explaining
  your relationship with them and the purpose of your visit, and
• a copy of the bio-data page (the page containing their photograph)
  of their UK passport or, if they are not a UK national, evidence of
  their immigration status in the United Kingdom.

If your sponsor will be supporting you during your visit, or paying for the cost of the visit, you will need:

• payslips, bank statements, or some other evidence to show that they have enough money to support you.

We will refuse your application if we find that any documents are false.