I've mailed off my passport for visa many times and never had a problem. That said, for my upcoming trip I think I'll get it in person at the embassy in DC...but then again, I can fly there for free, so it's a bit different.
If you do apply in person, make sure you've contacted the embassy to see if you can get it all done in one day, and if you have to be there by a certain time or need an appointment.
Check out my travel web page at:
"Life is not measured in the number of breaths we take, but by the places that take our breath away..."