New resident in US, trying to build credit.. the faster the better

I searched for a thread on this subject but nothing came up

I've been in the states for about 2 years now and now have (provisional) permanent resident status. I'm trying to build my credit up as fast as possible so I can start taking advantage of offers etc..

I don't have anything bad on my credit, but have the following negatives, lived at house for less than 6 months, had the cards I have for less than 6 months, been denied for a couple of credit cards recently. I'm guessing but I think the main problem is the fact that I haven't lived where I'm living very long. for example when I do the freecreditreport.com service the agencies can't find me and I have to mail for my report.

In case it helps this is my financial situation

I currently have the following accounts:

Discover $750 limit (had for 1 month)
Citi $400 limit with a $400 security deposit (had for 3 months)
Capital one $200 limit with a $49 deposit (had for 3 months)
Authorized user on chase united card with $7k limit (had for 11 months)
Authorized user on Discover card with $9 limit (had for <1 month)

All balances are paid in full each month, I tend to get near to the limit on all my cards each month but nowhere near the joint cards so I think my credit utilization rate should be fine. Between me and my wife we get paid 4 times each month so tend to make at least 2 lots of payments to the credit card providers to pay down the balance.

Joint checking account with average balance $1k
Joint savings account with average balance $9k
Brokerage account with $1250 value of equities

Cable & utility bills at home are in my name.

I've got a full time job and own half a home, the home has a mortgage for 80% of its value but i'm not on the mortgage.

Any suggestions what I can do to build my credit faster?

Thanks