Visit The Schools
There is quite a debate whether visiting the school is helpful to the application. In my opinion, visiting the school shows the admissions committee that you have taken some measurements to evaluate their school and have shown interest. Other than that it will contribute nothing to your application and essays. However, visiting the school will give you perspective on the life in campus, teaching methods, atmosphere of the school, and chemistry with the other students. You can learn a lot from a one day tour of the campus and its surroundings. It can help you decide on the schools that you want to apply to.
If it is possible, I recommend visiting some of the schools. Of course it envolves taking days off work and financing your stay. So visiting the schools is definitly not mandatory. Personally, I did not visit any school before submitting the application. Only after I was accepted I went to visit Oxford, and London Business School on the way. My visits were real education, and there are clear differences between those schools.
When you plan the visits contact the schools' offices to coordinate the meeting. Each school is at least a 1 day visit. Arrange an official tour. If you can arrange to meet students (maybe from your origin) it might give you more insights. Definitely sit in a lecture. I coordinated a meeting with the placement office in order to find out more about employment possibilities after Oxford. After the visit don't forget to sign up in the admissions office, and mention it later in the application.
Letters from alumni, current students, faculty members and known persons can give small contribution. Try to arrange one or two short letters in which people related to the school can tell that they have met you, or know you well, and that you fit into the school. Try to create a small network from the conventions, internet forums, and school meetings for applicants, and by staying in touch you might get such a letter. Those letters, if written appropriately, can help in little extent. They should be short and to the point, no need for full recmmendations, and no more than a page long. I recommend that those letters will be sent directly to the school, or by you in a sealed envelope.
Send material to the school
The application forms are submitted on-line. In the Application Forms you provide personal information, previous education details (including unofficial score reports - you might have to upload a scanned version), employment history, unofficial test scores (GMAT and TOEFL), essays, recommenders details, and other information (in the form of very short essays). Those will take few hours to complete, so fill them ahead of deadline. You must submit them before the deadline.
The recommenders should send the recommendation letters on-line. Most schools allow for hard-copies, and in those cases the recommender should either send the letters directly to the schools, or give them to you in sealed envelopes and you can send them with the rest of the material.
Send the official score reports (in English) from all your previous institutions. Some schools require that you provide a deploma, and if applicable a class ranking report. My undergraduate university, The Technion, had sent the reports to me, and I sent those with all the other materials.
You have to arrange for the GMAT and TOEFL score reports to be sent to school directly from the companies (ETS and Pearson-Vue). The GMAT can be ordered on-line in a friendly user interface. The TOEFL score report can be ordered telephonically and it takes some time for it to arrive, so do it in advance (it is best to send them when you take the exam - this way it is free). If you think that there is a chance the grades will not be received on deadline, don't panic - simply notify the admissions office of the school. Your status will be pending until all the materials are received, but it will be ok.
You can send the material by regular mail, registered mail, or use a shipping company like UPS, DHL or Fedex. I sent all my stuff with UPS for 20$ per school. I was able to track the envelope on-line and to be certain that they were received (it is funny to watch your package travel all across the world, only to get from Israel to France in 2 days). Make sure that the date of the delivery is before the deadline - this way you can be sure it arrives on time. The date that matters for most school is the date you send the package, not the date it was received.
Once you submit and send everything, you should get a notification from the school (each school has its own procedure). Now, you have to wait patiently for the reply. Each school publish a deadline for interview invitation. The respond might be an interview invitation, or a rejection letter (most school correspond withyou through emails).