Although many universities request that you send materials directly to them, one by one, most tend to ask you to gather the various paper materials yourself and send them in one big packet. It's more organization for you, but much less for them. Here are some tips on supplemental materials:
- Usually they ask you to send some variation on the following items: transcripts, letters of recommendation, and your personal statement. Some also require a departmental application, a printed copy of the online application, payment in the form of a check, your CV, a writing sample, and/or a copy of your GRE.
- Like I suggested earlier, it's really helpful to get one of those expanding legal file folders to organize all these materials. Barring that, simply get some big manila envelopes and a box - it cuts out the middleman, so to speak.
- In each of the pockets/envelopes, put a sheet of paper with a checklist of what you need to include in the envelope for that school, as well as where it needs to be sent. As you receive transcripts and letters, and finish up applications and statements, check them off and put them in the pocket/envelope.
- Not all schools ask for your CV or a writing sample. But the vast majority won't reject you over sending a few extra tidbits. If you think your CV or a (brief! 10 pages or less) sample of your writing would really help your application, by all means, include it. The worst they can do is throw it away. But don't send an actual journal for this reason - they may toss it, and it's doubtful you'll get it back either way.
- If you are sending transcripts directly from one school to the other, without you collecting them, be sure to keep a list of the addresses you had them sent to. That way, if a school calls and says "We didn't get your transcripts!" you'll know where they were sent, and you can possibly avoid sending more. But always order a few extra transcripts just in case they need another copy! One of my schools lost my transcripts and needed copies in less than 24 hours to consider me for a fellowship - across the country. I was really, really glad to have those extra copies laying around!