Well, the Skywest website tells you what to bring, although the only thing I used that day was a resume.
How long probably depends on the venue and how many people show. The one I went to lasted a couple hours. In Seattle it was basically just a meet-and-greet where they give you a presentation on the company, do some group Q&A on the company, then break off to meet with each applicant individually.
The one-on-one was basic HR type questions: what kind of flying have you been doing, why leave your current employer, what do you like to do for fun....that type of thing. If they figured you'd be a good applicant, you get a call a few days later to schedule an interview in SLC.
Suggestions: be yourself and relax. I got the impression the recruiters were mainly asking themselves these questions: 1)is this person technically qualified? 2)could I endure a 4 day trip with this person?
I haven't even started training yet, so maybe somebody who's been there longer can provide better insight.