Hello,
I am an Indian and have heard and dealt with these problems. First off, I would state that most of these problems can be avoided if you have carefully read the guidelines to obtain visa. Yes folks, RTFM is valid here as well.
Next, make sure that you have proper documentation and you are applying for the right kind of visa. For FUDCon Beijing, I got "F" visa easily. Someone who applied for "L" was denied. Same is true with Schegen and with visa to other countries. Best bet is to call up the consulate and talk to the folks there beforehand telling your purpose and documents you have. They are usually friendly and tell you what kind of visa to apply for and what documents you are missing.
For India, in my personal experience, there is a role of your income in getting visa. The exchange rates are not in our favor and mostly European countries and US would want you to have sufficient funds in your bank account and a travel-cum-health insurance. Get this done before you even think of applying for the visa.