Was googling around for a description of Hephaistion's tomb, when I came across this livejournal article on Hephaistion and Alexander's postmortem travels and experiences. Some interesting archeological discussion going on there, along with a lot of Ptolemaic-era gossip. Fun stuff, and I still can't understand why rational adults can claim that Alexander's bisexuality is an invention. Yes, there's no "official documents" pointing to the facts of the matter. There *are no contemporary documents* from the period, aside from various monuments, inscriptions, coins, establishments and the like. What, you want a "Alexander+Hephaistion 4eva!" interjection in the middle of a inscription celebrating the foundation of Alexandria Bactria, or a "Give me more triemes, or I'll bugger your first-born!" in the middle of the the second letter to the Chians' demands?
This is a pretty good link-page on the Alexandrine sources. Short version? The earliest complete text is Diodorus from the first century AD; everything prior to that is only available in fragments preserved in other, later works. It's amazing - we have plenty of near-contemporary primary sourcing for events all around Alexander's life, but the great man himself? Centuries out of date, telephone-game phantasias and romantic twaddle intermixed with serious but highly secondary description. For whatever reasons, our preservers of historical documentation chose to maintain copies of Diodorus Siculus instead of Callisthenes, Arrian instead of Cleitarchus, Plutarch instead of Ptolemy. Well, I know why Plutarch instead of Ptolemy - because even the ancients preferred the Stephen Kings of the world over the Hellenistic equivalent of Richard Milhaus Nixon. Bah.