Just to add to wyvrn's post, lenders are required by law (RESPA 1974) to provide some of the things he mentioned.
For example, lenders are required to provide the Good Faith Estimate, a copy of the Uniform Residential Loan Application, the Federal Truth-in-Lending Disclosure, and the Rate Lock Agreement within 3 days after the borrower applies for the mortgage loan. Because federal and state oversight compliance has become more and more strict about the accuracy of these forms, many lenders will refuse to provide one immediately, but will happily provide one within the 3 day timeframe (meaning that it must be postmarked within 3 days, so give it a little extra time if mailed). They just want to make sure that the forms are accurate. If your lender does not provide you with these disclosures within the appropriate timeframe, cancel your loan application with them.
When you do receive your disclosures, check them both for content AND accuracy. For example, the good faith estimate will include some items that really aren't fees, like "prepaids" like interim interest and upfront impounds for your property taxes and homeowners insurance. Those amounts vary based on when your loan closes, but will be EXACTLY the same from lender to lender. Some lenders like to make the bottom line fees on their estimates look lower by not including them on their estimates, and then sneaking them back in at closing. Don't fall for that.
One more thing about fees. Pardon me if my earlier post seemed a little nasty, but all loans have fees. Sometimes, banks and lenders will offer "no fee" loans that (instead of fees) have slightly higher-than-market rates. In fact, this was very popular during the refi boom last spring and summer. What most borrowers seem unable to realize is that a slightly higher rate will cost a lot more over the long run than paying appropriate fees on a market rate loan would have. And that higher rate is as good as money to the bank/lender when the loan is sold on secondary market.
Look at that APR on the Truth-in-Lending Disclosure.
It doesn't lie. The loan with the lower APR is the loan with the lower cost over the long run, regardless of fees.