Should I extend my visa exempt stamp or apply for a Single Entry Tourist Visa for an additional 30 days in Thailand?

Planning to stay with my parents for an additional 30 days, is it a better idea to extend my visa exempt stamp, or to leave the country and apply for a Single Entry Tourist Visa at an Embassy?

Obviously one makes more sense financially, but the question is - where would there be more of a problem with my many exempt stamps (from previous visits)? an Embassy abroad and upon arrival at the airport, or at Immigration in Bangkok?

Thanks in advance.