If you are not currently in the United States and, therefore, not qualified to apply for an Adjustment of Status, an Immigrant Visa application presented to the U.S. Consulate in your location is the best course of action. An approved visa petition with a current priority date is needed to start the process.
Wherever you may be in the immigration process including requesting an Adjustment of Status or the Consular Processing phase. It is important that you seek help from someone who understands all of the details of securing an immigration visa and establishing a permanent residence status if needed.
Insufficient or poorly prepared applications can delay the process or even result in rejection or even deportation. Work with an attorney in these matters and save time, money, and excessive stress.