If I am getting a Z visa, do I need to show up in person?

Can I use an expedite service now? I was told there a policy change and I have to be fingerprinted at the embassy and that I have to bring my entire family if they are staying with me while I work there for a 1 year contract.

Also, if I am in Ohio, do I have to go to the New York office? Chicago is much closer to me.