@Ma**
, actually the time points don't work out that well going to Mukdahan on either flight because you get there too late to get across the river to the consulate to turn in your paperwork. so you end up staying another day. The return flight isn't bad if you pick one that leaves at like 5PM because that gives you enough time to get your passport back, get across the river and get to the pick up point for the bus to take you back to the airport.
Once you're at the border, here are buses that take you to across the bridge after you stamp out of thailand, and the thai consulate is like 4 kilometers from the bridge once you get into Savannakhet.
Believe me you're not gonna be the only foreigner wanting to get to the thai consulate from the bridge at Mukdahan ;)