I'm looking for general tips about how to get a visa cheaply when there are no embassies in one's country of residence. This has prevented us from getting visas more than one time. Think e.g. non-EU citizen living in Malta, a small country with only a handful of embassies and (expensive) flying being the only option to travel to neighbouring countries.
The "standard" way to get the visa would be to travel to a neighbouring country (Italy in the case of Malta) two times: once to apply, and one to collect the visa. (Note that the passport is needed for return, hence the need for going again to collect it instead of trying to get the passport mailed back).
Embassies don't seem to be open officially to applications either in mail or through a third person.
From the answers I get I have the impression that the people working at embassies are often not confident about what is allowed in what isn't. Perhaps sometimes they say no to reuqests such as sending the application through a third person only to "be safe". I'm not really sure how to handle them. They might give different replies when calling twice ...
There tend to be honorary consulates in small countries, often managed by companies, which may or may not be helpful with this. One time they offered a 200 EUR service fee, which was actually several times the visa fee and not worth it ...
So do any of you have experience with this? Have you been in a similar situation? Do you have any tips on how to avoid travelling abroad twice (very costly!!) to get a visa when there's no local embassy?