My 0,02 is not to send directly to a consulate, but to use a visa service. Unlike the consulate itself, you will have a client service provider relationship with such an agency and they will be more responsive. Secondly, they have had extensive experience with all the consulates , and can help ensure your application goes through -- they will know which countries have rejected photos because the background is white instead of blue, or because form is filled out in blue instead of black ink.
Finally, usually i am getting more than one visa at a time, e.g., Mozambique and Malawi, or Cambodia and Vietnam. If you deal directly with the Consulate, you have to send it to country 1 first, then have them send it back to you, then send again to country 2, etc. Very often these consulates are practically next door to each other. a visa service will collect your passport from country 1's embassy and walk it next door for processing by embassy 2 before returning it to you. so you save time and DHL charges.