applying for student visa while NOT in my home country

Does anyone have experience applying for student visa's while NOT in their country of residence?

I am applying to graduate school in England, Italy, and Sweden (starting in Fall 2010). My wife, daughter, and I are from the USA but we will be in Europe (Italy and Croatia) beginning in early April. We won't be returning to the USA between April and the beginning on school. Since I won't find out if I am accepted to school until we are already outside of the USA, I need to find out if we can apply for visa's while staying in another European country.

Thanks!
Ntostenr