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The best place to receive your visa is from the Embassy /Consulate of the country which you will be visiting in your home country.
It will be more economical to do it this way as you would avoid having to pay a fee for a third party.
Many countries will issue visas upon arrival at their main airports and or border crossings.
This mainly applies to tourist visas which are commonly single entry.
Many countries will allow stays of between 30-90 days for visas issued upon arrival.
Most countries are able to extend visas whilst in country.
Please check with the specific country that you will be visiting as this rule does not apply to every country.
Some countries will allow you to remain for a fixed amount of time only after which time you must leave.