Take all the things you mentioned and photocopies of the same down to the (newish) offices by the river.  Be there at 8am and you might be lucky enough to be allowed in to get a 'raffle' ticket from the 'jolly' (not) man behind the desk indicating where you are in the queue for that day.  Then again you could be too late and they will have given out their quota of tickets for the day in which even you will have to start all over again with no credit for having been there before!  When waiting sit on the right with the league of nations - the left waiting area being for Spaniards. 

Fill in an application form which is not in English but not too hard to follow and wait your turn.  (Go on a Monday and you can at least go round the nearby market to kill the time - but don't miss your turn.)  When your number is called (shown on the display) go to the desk and helpful and friendly women (in my experience) who don't speak English will enter your details onto the computer and give you a bill.  Take the bill to the bank and pay it then take the receipted bill back to the desk you were seen at and you will get, once she is free to attend to you, the green NIE certificate which replaces the old white version but should still have the same number.

Try not to die from impatience or irritation.

I think Michael is right.  I applied for my first Residencia last year and went through exactly the prodedure he outlines above and the Certificate is definitley green.

All about it and the form here.
http://www.nakedagentspain.com/residenceform.html

Hi.
We did ours a few months ago and the info you've been given is correct. The only thing is that we went on a Friday at 11.30 and the office was nearly empty, so it only took an hour from start to finish and that included going to the bank to pay the money.

HI All. Went today,Tuesday, arrived at 10.15 and parked outside, the police woman got us a ticket and asked us to wait, our number was 629 and 630, on the wall in front of us was 626 messa 10 and 625 messa 11 we waited five minutes then went in to a very friendly girl who checked our papers and gave us the form 790, we went to La Caixa on the main road and paid 10.10 each, came back went straight in again to the same girl, she made out the certificate gave us back all paperwork and our old cards with the corners cut off, got in our car at 11.00.

                                        45 minutes.
What can I say. there is hope for Catalunya after all.
We even went to Lliddles after to do our shopping and used the old card. with no questions asked.

                                           Terry.
Reading this back it sounds like i was making it up.

Santalvador,
What is the benefit of using your Resedencia card/green paper in Liddles ?

When we went into Llidles to shop we paid by card they asked for identity, we used our old corner cut off out of date residencia card, no problems.
when we changed to the new certificate we didnt have a copy of the old card, after going to the bank to pay for the certificate we had to get a copy of the old residencia card, how daft is that.
Still. done now, and although totaly useless, her words!! it was quite painless.
                        Terry.