My wife has had her interview at the consulate and her Green Card was approved. Is there anything else we need to do before she comes to the U.S.?

Your wife will need to pay the Green Card fee to USCIS before she comes to the U.S. This fee is charged by USCIS to create the actual green card. The fee is $165 and is paid online at: http://www.uscis.gov/forms/uscis-immigrant-fee.