I had to go through the hassle of applying for a Visa last month. While it would have been a smooth procedure for just about anyone, Murphy decided to make things otherwise in my case. What I went through is something I won't wish upon my worst enemy (then again, I might). So here is a list of caveats you're likely to encounter. Note that I'm an Indian citizen applying for a Portuguese Visa.

1. Getting an Apostille/non-Apostille attestation from the Ministry of External Affairs (MEA): This for me, was the biggest issue I'd ran into, hence, I'm listing it as the first. Different countries expect either of the Apostille or the non-Apostille attestation from the MEA. Now the catch is, before these people attest your document for you, they will expect you to get it verified from a trusted source. This usually equates to your State's Home Department. In case of Educational documents, it is the Education Department of the State from where you got the respective degree. This implies that if you completed your Class X from state A, Class XII from state B, and your bachelor's degree from state C, you're fucked. You'll need to visit the respective Education Departments of each of these states and have them 'authenticate' or 'verify' your document. What they will do is put a seal on your original document claiming that it is a valid and legitimate document.Once you do that, you'll need to go to the MEA office at Patiala House, New Delhi, in order to get the Apostille/non-Apostille attestation. Make sure you have sufficient photocopies of your documents, and that you carry Postal Order stamps of INR 50 for each document that you want attested. You'll need to get there a little early, lest the queue builds up. The timing for submission of documents for attestation is 9:00AM to 12:00PM. Once you submit it, they'll hand you a receipt. You'll need to produce this receipt after 4:00PM in the evening of the same day, which is the distribution time for attested documents.
2. Police Clearance Certificate: If the country you are to visit expects you to produce a Police Clearance Certificate for your Visa application, then you have two options ahead of you. The first method, is the one I recommend. Simply apply with the Miscellaneous Services form at your respective Regional Passport Office. If you had to undergo a police verification recently (in the last 6 months), you will be given your PCC on the same day that you apply. I applied at the Malappuram (Kerala) RPO, and over there it seemed like _everyone_, was getting their PCC's on the very day, even if their passports were a couple of years old. The other option that you have would be to approach the Police Commissioner's Office of your locality. Getting the PCC from here is a hassle. You'll need to run around like crazy, bribe if you have to, and once you get the PCC, do NOT, forget to get it authenticated/verified from your state's Home Department. Otherwise, the MEA won't attest it for you. On the other hand, the PCC that you get from the RPO can be directly taken to the MEA for attestation.
3. Verify the documents' checklist on the Embassy's web site one day before you apply: I had to spend an extra 7 days running around for my visa because of this. The day I'd gone to the Portuguese Visa Application centre run by VFS, I was told that I need to get my educational documents attested by the MEA as per a new rule the Embassy introduced _two days before_. Yes. That sucks. So make sure you get all your documents verified beforehand so that you needn't run back to your respective states if such a scenario arises.

That's as much as I can think of now. If you'd like to add anything here, feel free to comment below.