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Yes, You can apply at local office, but I think it includes a painful process (Getting up early in the morning, Driving, Finding Parking place, Standing in the long as). I think it is better to send it by mail. I saw a lot of AD renewal Approvals in less than a month.
Remember, you need to stand in the I twice for PA renewal (Once for applying and second time for collecting the approval !!!). All this, as per my knowledge though.....