If I have my Motion and Order to Show Cause ready, as well as my affidavit, do I serve my ex first and then file the documentss with the court or file the documents and then serve?

Based upon your question you have the dilemma of doing what is correct procedurally. Under the laws of all states in this country you need to first serve your "ex" with the paperwork and then file the motion with the court. Make sure that you file your proof of service of the motion upon your "ex" at the same time you file the motion.

Make sure you bring copies of the paperwork so you can take a copy home with you.