I did a lot of research before I applied, including great advice from here, searching the Internet, and purchasing a few books. I found that unless you want to possibly wait a year or more, do all you can to get approved in the first place. ( I know, very obviously everyone wants to)
When I filed, I was going to do it online, but then I heard how important it was for them to actually see you and put a face with the name. I think that when I did that, it was helpful. You can ask questions, and you can tell them a few personal things that you can't otherwise put in your application.
But let me back up. I actually spent over a month after I quit work (I actually retired) gathering all of my doctors info. Like litliwlowa said, I created a spreadsheet with all of my doctors and hospitals, their addresses, phone numbers and fax numbers. (The disability dept. likes to fax them their request). It is important to note that if you can, get the records department numbers. You will also want to figure out when you first saw the doctor, when you last saw the doc, and when your next appointment is.
I also created a spreadsheet (I already had one) of all my meds and information about them. I expanded it so I could write in my spreadsheet side-effects from the medication, if any, to put in later forms.
Meanwhile I collected all my doctor and hospital/MRI and get records. Make sure you know the names and dates of any important tests, who ordered them and where the records are at.
It is helpful to do all of that BEFORE you apply. Once you apply, you are under deadlines, and things get stressful.
I then went online to the application website, found the phone number, called, and told them I wanted an appointment. They proceeded to ask me several questions which I didn't know they were going to do, and wasn't quite prepared for. I scrambled for things I had already written up. I guess they screen people before they will make appointments. That was my "official application". I wasn't crazy about it, and if I had to do it again, I'd do it the same way, but just be prepared to orally tell them. Just be aware that it may be awhile before you get your appointment, depending on how busy they are.
He then told me to go online and do the next part on the web. That's the big part where you enter all of your doctors, prescriptions, and details about your ailments. I made sure to make copies of it. Even though I though I was prepared, I still had to save it and go in and out many times.
I took all of my medical records to my appointment with the disability examiner. I wasn't sure how useful they were. They scanned them in, but they said that they have to get them straight from the doctors. It was good to be able to talk to him. He gave me estimates as to how long it would be, and that I could call him for questions. You don't get that if you do it online only.
