I did it at the New York office a couple years ago, it was fairly painles,s though the wait was a bit longer then I would have liked. You have to sit and wait with number 206 while they are still calling number 110. Besides me and a couple of the visa service guys with 50 applications in an envelope, almost everybody else was turned away from a flight the night before at Kennedy because they didn't know you needed a visa. The people were friendly and pleasant, and listening to all the stories made the time go by very fast (there really isn't any privacy from the counter people).

Maybe you can give them a Fedex or something to return the passport to you, you may want to call and ask.

You can always pay one of the visa services to do it all for you, you are the only one who knows if that's worth it or not.

Don't bring cash, if you do they give you a deposit slip, and you have to go to the bank downstairs and stand in line and deposit the money, then go back up with the receipt from the deposit. Bring a money order instead.