I had 2 visas - One UAE and the other Schengen.The UAE visa was a cake-walk but to acquire the Schengen visa was a task. I recommend you go through an agency because there is a lot of paper work involved. I applied through Kesari and they were extremely helpful in sorting out the documentation and fixing the appointment.
The agency will first give you a list of documents required, assess it for you and then fix the appointment. Also they have contacts in the visa office, hence getting an early appointment is also possible. They will even collect your passport for you.
Schengen Visa is very difficult to procure and even if you fail to provide one document, visa will be denied, if Visa is denied once, the procedure is even more strict the second time. So aim for getting it right, the first time itself. I got my visa within a week and m glad I went through an agency.