You need the tax returns and W2 for the most recent tax year. The other tax years are optional. I think you should wait until you file your taxes because you may get a request for evidence if you do not submit the 2010 tax returns.
This information is general and not intended as legal advice. I am not your attorney.
You can submit the 2009 and 2008 tax returns and W-2s, and the 2010 W-2 now. Once you have filed the 2010 tax return, you will submit a copy of that too. Depending on how your husband is applying for permanent residence, he will either submit the up-to-date documentation at the adjustment of status interview, or at the consulate for the immigrant visa interview.