@Anna *****
, go to the thai consulate in Penang. Make sure you have proof of 20K baht or the equivalent in a bank account), proof of onward travel in 60-90 days, AND proof of lodging for at least 5 to 7 days and you should have no problem getting a single entry tourist visa from that consulate.
You apply for the visa one morning and you pick up your passport the next afternoon.
As far as getting an ED visa without leaving the country, you need to contact some schools in your area to find out.
AND
as far as how you get to penang and back I'd say google is your friend..