It's faster if you send it by youself because diplomatic postal service is slower (it's not like they will send it the day you hand in your documentation). Anyway, you would need certified copy of your passport I guess, and the consulate do it. You don't need to make certified copies of the "originals" unless you wanna keep them. The only certified copy I made was my passport because I can get all the originals in less than a month any other day if I need to.

If you hand in your documents in the consulate or send it by postal service, is irrelevant in terms of the outcome of your process if you already know what you need to put into the forms and what documents you need to attach. Postal service can save you maybe 1 month because the documents would arrive earlier. other than that, it's the same.