I got my ILR @ Liverpool PEO yesterday !
Documents of importance (when applying without any dependants, as a Tier 2 migrant) are:
1. Passport
2. Biometric card
3. LIUK test certificate
4. Atleast 3 months (I took 12) bank statements (must have the transaction that shows your salary being credited) - Can be split across more than 1 Current account.
5. Atleast last 3 payslips (I took 12)
6. Photographs (in a a paper envelope) - Signed at the back
7. Original Work Permit
8. Copies of all your documents
Optional
1. P60s
2. Tenancy agreement (to confirm rent)
3. Council tax bill (or utility)
4. College certificate (Just in case)
Ok, Here's how it went.
Landed in UK with a work permit : 07 July-2006 on a WorkPermit and recently shifted into Tier 2 ICT.
My employer didnt have any problems with me applying for the ILR. So, they gave me the supporting letter. I reached LiverPool quite early ( 12:15 and my appointment was at 2). It was fairly easy to reach the Border Agency from James street station and the train staff were very helpful as well. But, they didnt let me in as I had arrived too early. So, I spent my time at a nearby Starbucks cafe. I then went back to the PEO at 1:30. Security was fairly standard.. i.e., check that you'd expect a government office. I was then given a ticket and asked to sit in the waiting area.
After about 40 mins waiting, I was called. My main documents were checked and the nice lady gave me another token. I went back to the waiting area and once my name came up (came up in about 10 minutes), proceeded to the Payment desk. I entered the wrong pin as I was nervous. I remember it eventually and was given a receipt. I proceeded back to waiting area, to be called by the CW. I submitted all the documents I had and I was again asked to go back to waiting area. After about 40 minutes, I was called by the CW and told that everything was in order

Eventually, after waiting for another 30 minutes, I received my stamped passport.
Hope this helps. All the best to everyone who is about to apply. And, finally.. thanks to everyone who answered my questions on this forum. Cheers