If you need to go to Vientiane (notwithstanding the comment above), it's much cheaper to fly to Udon Thani, and hop across the border from there. You also need to remember that you apply at the Thai Consulate in Vientiane, not the Embassy. I would advise you stay somewhere near the river and get a tuk-tuk (or even rent a bicycle) to go to the Consulate, as that area is a bit of a dead zone at night and you won't find anything to eat/drink/do. It takes 2 days, i.e. you apply in the morning of day 1, get your passport back afternoon of day 2. If you fly via Udon, you can take a 6am flight up there, and make it in time to apply, and get a
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pm flight back meaning only 1 night is necessary. Try to avoid applying on Mondays as it tends to be very busy and the wait times are quite long