I have tried, succeeded and also failed to acquire Thai visas in 6 different countries and this one, despite being very busy, has been my best experience applying for a visa to Thailand.
In the past I have used Malaysia almost exclusively (especially Penang) because it was the most easily accessed from my home in Krabi. While it does take about 4 hours to get to Vientiane from Krabi and it will involve changing planes, it is totally worth it.
So i suppose the downside of coming up here (from Krabi) is that since both airports are small, the flight is guaranteed to be $200 and up. I don't know if this seems like a lot of money to you, but generally speaking flights are much cheaper than this around South East Asia. However, once you consider the massive hassle of dealing with embassies in the other countries I have been to, you need to consider what you believe your time to be worth. I feel personally, that I would much rather pay more for something and not be stressed out.
Getting and maintaining a visa is something that plagues all of the over a million expats that live in Thailand at many times throughout their lives and the hardest part about all of this is the lack of consistency. It really should be just as easy, or difficult to obtain a visa regardless of which country you are attempting to obtain it in but with Thailand, that is definitely not the case. It seems that each one of the consulates simply makes up their own rules with very little regard paid to what the official law is. Sometimes I feel as though they do it just to be jerks who have power over you.
For whatever reason this is not the case in Vientiane, and I highly recommend that you come up there to get a visa if you need one. Malaysia is a lost cause and the one in Singapore refuses to deal with you unless you can manage to make it through their terribly broken online application site. Use the agents up here in Vientiane for an even better experience. Of course you have to pay for this but in my situation it was the best $33 I think I have spent.... ever!