If you are filing for adjustment of status, that is, if your green card interview will take place in the US, you only need file a copy of your current tax return with the I-864, including W-2 forms and other attachments, as proof you meet the financial requirements. When they schedule the final interview they usually ask you to bring paystubs for the preceding two months and a job letter from your current employer. If you are a co-sponsor and not the petitioner, you will also need to include proof you are a US citizen or a green card holder.
If you are consular processing - that is, if your interview will take place overseas, once the NVC takes over your case you will receive instructions as to what you need to file with your I-864. As usual, the best thing to do in these cases is talk to an attorney before you file anything.