Signed I-20 form. Filled visa app form. Xerox copy of grade cards. This can be done via travel agents. If change of airline can't be avoided, leave at least 4-6 hrs gap between the scheduled arrival of one flight and the scheduled departure of the connecting flight.
Baggage is usually safe with a single airline.
So don't take any chances. Original and Xerox copies of the provisional degree certificate. Even a Nationalized bank would do this job for you. But Thomas Cook, I've found, is by and large the most preferred. Boxes with independent top and bottom are preferable.