He who mentions money first, loses the negotiation. When they ask what you make, say something like, "well, I'm fortunate in that money isn't my first consideration- actually, I'm looking for a company I can grow with and blah, blah. But since you've mentioned it, how much have you budgeted for the position?" I just got a 15,000 raise myself, and that's how I answered the question. I think they were worried that that figure would be too low for me. (I was really underpaid).
I've never had to take it any further than that, myself. But, really, the only people who are going to truly insist on a figure are recruiters. With them, you just have to tell them what you make. Or if your far under-employed, you might want to tell them what you're worth, instead.
If an employer asks you for a pay stub, you probably wouldn't like working for them, anyway. I wouldn't even do that for a recruiter. You should run by Barnes and Nobles and get you a book about negotiation.