I went into the local Job Centre with my sister-in-law when she arrived last year with a view to applying for a national insurance number only to be told that they do not handle applications there and that it would have to be done by post. We were given an application form and the national insurance number was received a few weeks later by post without the need for an interview.
As already mentioned above, it appears that some areas do things differently so it might be worthwhile finding out the process in your local area before applying
