For the Thai Embassy in Kuala Lumpur:
First action is visit their website, specially this page:
******************************************************************
*****
-Visa.html
On the bottom you find this text:
Requirements for each visa applicant may vary.
If you travel on a passport of the country in this list, please click here.
For holders of other countries’ passports, please click here.
Please follow up their advice or you wil end up with incorrect information.
After you're sure about your passport you click on click here and the list with visa will show up.
Choice the visa that you want to apply for.
Print out the check list and application form, fill it all in and sign these documents
Then click on the tiny url to make an appointment, make sure you use the correct visa option:
*************************************************************
If you made the appointment click on this link:
********************************************************************************************************************
and make an appointment using Visa Collection for the next working day.
Then it is just, visit, turn in the documents and this Embassy is known as straight forward, if all documents as asked on their check list are there, the visa will be handed out.