Firstly, where are you going? You want to visit the one country or some number of them? You should note, that there is no such thing like Schengen visa. You can only get visa to the country in Schengen. So, first of all, you must select the one country you will be most time in. Note that different countries have their own requirements to the tourists.
And since you're in Schengen, you can easily travel between countries in it without any problems.
According to your question, there are a lot of types of the documents showing that you intend to return to your country of origin:
- If you have a good job, simply get the receipt from your bank account showing that you are not going to search the job in Schengen.
- If you have family, get some documents about that - there are much more chances that you will return to your home for your family.
- If you have any immovables, provide documents about it.
- Ask for a list in the embassy of the country you have chosen - there can be some more documents that count as guarantee for you to return home.