I am going to Liverpool in person in a week. It says that if you apply by mail, it can take up to 13 weeks, and I don't want to wait up to 3 months before I can work. 98% of in-person applications get done within 24 hours.
I've already registered with 2 employment agencies, and asked them to start giving my temp jobs, if they can, as soon as I get my FLR, until I find permanent work. They have already been sending my CV out to employers. I figure the amount of money I can earn working, rather than sitting around waiting for 3 months, offsets the extra cost of going in person. (I wish I could afford to go shopping all the time while being out of work for up to 6 months--I left my US job at the end of March.) Also, in general, the longer you are out of work, the less attractive your CV is to employers.
But it is really a personal decision.