I had mine done Sept. 11, 2012 in Santa Ana, CA. My scheduled appointment date is Sept. 27,2012, I did a very successful early walk in.
Make sure to bring your appointment letter, whether you are doing an early walk in, or appointed schedule. Also, make sure you keep and have the Appointment Biometrics letter stamped before you leave.
Expect fingerprinting and them taking a photo of you.