It's most important to stay in close touch with your mortgage lender during the last stages prior to closing.  You do not want any last minute hiccups!  Sometimes the "underwriting" department has some last minute questions regarding your documents or even appraisal.  

Once all is approved, your lender's loan documents go to the title company your or seller have chosen.  By law, it's the buyer's choice but there are circumstances where seller makes that decision.  The title company will review documents and draw up the HUD1 (closing statement) and send to your lender for approval.  Closing is usually scheduled by now so do make sure you have utilities put in your name on the date of possession.  Also, lender will inform you how much money you'll need for closing transaction.  Amount may seen less than you originally thought due to some credits given at closing..i.e. prorated taxes and your earnest money.  In most states, any amount over $10,000 has to be wired to title company.  Funds less than $10,000 can be in a form of Cashier's Check...check with lender or title company for their particular rules.  

At closing, you'll sign a whole lot of paperwork including the mortgage, note, etc.  

That's it....Congratulations!