Can anyone provide some tips on what actions are useful when applying for an apartment with a Swiss rental agency.

I've been informed that writing a letter is always a good idea and adds a personal touch. However, what type of information is helpful in the letter?

Also, is it helpful to send pay stubs with the application? It seems over the top to me, but a few people have mentioned that.

I was turned down for a place before, and I really am not sure why. I've got a good job, make plenty to pay the rent, reliable, quiet, non-smoker, etc.

Any tips on how to suck up to a management company would be very greatly appreciated :-)

I suppose it really depends on where you live. Although writing a letter probably won't hurt. Here in Lausanne with the 0% empty-houses-rate ( am looking for one myself now) the agencies can do pretty much whatever they want, and they also appear to do that.
What you should send along is usually mentioned on the application form. Here it is at least an "extract des office du poursuite" (to prove you have ne debts in Switzerland), copies of 1 to 3 months of paychecks, copies of your passport and/or residence permit, sometimes a letter or contact details of a reference. (Preferably a swiss person imo, perhaps your boss?), and whatever else the agency can think of.
So far, the process seems pretty untransparent to me, and nobody seems able to tell me how it exactly works, or what the criteria are...
I have decided to play the I-miss-my-fiancee-and-really-need-a-place-to-allow-her-to-come-over card recently. Results are not in yet, though ;-)
Good hunting!

A friend gave me the following tip : if you are an unmarried couple, do not apply for the apartment together, as the agencies might fear they'd get it back if you break up. The person with the highest salary would then be better positioned by applying alone not mentioning (s)he's moving in with someone.

Hmm,
But since my fiancée is not even in Switzerland yet, and thus has no income here either, mentioning her would be counter-productive? pfff....
Is there anyone on this forum who works at one of those oh, so nice ( :-) ) agencies, and could tell us WHAT the criteria are to get an apartment?