If you are applying for a family-based green card while outside the U.S., then the main challenges are timing - these take longer than U.S.-based applications - and travel to the U.S. - while travel to the U.S. is fine while in the I-130 process abroad, you should expect to be questioned when you enter the U.S. about your plans; CBP will want to make sure that you are not trying to circumvent the process abroad while entering as a visitor and then applying for a green card when in the U.S.
It's all over the place but depends in part on how busy the particular Consulate is. For example, there are huge delays in Canada because the volume is so high.
