Visa exempt you have a choice:
IT building is great as you can get it done without prep or knowledge. It does require you to go 4 steps and waiting at every step and only get to actual immigration at the last step. But every step is to make sure you have the right documents and if not they can help you. So here best to come early to avoid long waiting, which could be all afternoon if you come after lunch.
If you know exactly which documents you need, the photo and copy of your passport I would upload it with the via government office e-extension and make a pick up appointment a few days later. The website doesn't explain the requirements very clearly.
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In both cases there are shops where you can get something printed and your photo taken if needed.