Expect a fairly standard core package almost everywhere: valid passport with copies of every visa and residence permit you have held, proof of continuous legal residence (registration certificates, permits, entry stamps), and evidence of stable income such as employment contracts, salary slips, and tax returns for the qualifying years.
On top of that, most countries ask for a police clearance certificate from your home country and sometimes from every country you have lived in, a medical examination or health certificate, proof of health insurance, and proof of accommodation like a rental contract or property deed. Many also require a language certificate at a set level or completion of an integration or civics course.
Two practical tips: police certificates and translations take time to obtain and often expire within a few months, so sequence your paperwork carefully, and get certified translations only from approved translators. Always pull the current checklist from the official immigration authority, since requirements shift and vary by category.