My daughter just got a Schengen visa to study in Italy, and it was somewhat painful. You might want to check the requirements of both countries. Italy requires that you apply in person only at the consulate assigned to the state you live in (if you're in the USA) or at a honorary vice-consul's office if there happens to be one nearby. The general consulates have very limited visa hours, and we were told stories of people getting in line at 4:30 in the morning in the hopes of getting in that day, and many of the consulates say up front that they only issue X visas a day.

If France was easier you might want to try that route. At least with respect to the Chicago consulate, you could not work with a visa agency instead of appearing in person.

Good luck.