Is it stated anywhere on forms/guidance to provide photocopies of everything? I know nyclon has loads of experience on this forum and so I would probably consider doing it next time, but how can they expect applicants to photocopy everything if they don't ask you to?
I didn't photocopy anything for my application (by post) and my documents were all returned to me. The only thing the home office kept (or threw away) were my cover letter, letters from friends/relatives, employment letter and passport photos. I scanned my documents and application form for my own personal backup.