meh, i don't think that it is such a big deal. it's not like i want them to sit down and read the entire paper; a glance is usually enough to tell if something looks professional or not. if they are really interested in a candidate, THEN they might sit through and read their materials more closely. i'd think that as long as you don't go overboard and submit an 80 page thesis it should be ok. besides, the application instructions usually say if you include papers, publications, etc. put your information on them and that they'll destroy them afterwards, so make copies and what not. so why not send something if they say it's ok? but this is just what i thought when i went through the process, so i might be wrong! but i don't feel too anxious about it either way; if it pisses them off so much to have a few extra pages to deal with then they probably won't be so fun to work with anyways.
as for sending unpublished materials, my astrophysics professor told me plagiarism and stealing results isn't anything to be worried about, at least in our subtopic. things might be different in other fields?
i'd think that an overlong personal statement would be more of a deal breaker. supplemental materials are just that, but it seems like application reviewers would pretty much have to read through personal statements to be fair. i'd be more annoyed if i had to read through 3 pages than if i had to read 1.5 pages with the option to glance through 10. and i've read that even the personal statement isn't such a big deal, unless you write a really bad one (e.g. see the post and comments at http://cosmicvariance.com/2005/12/20/un ... te-school/
again, just my opinion! my applications are mostly submitted, so the point is moot for me anyways.