@Richard ********
Times change. I was asked for my passport once at night near Sai Yok, while driving from the Three Pagodas Pass to Bangkok in the evening a few years ago. Authorities in border areas do sometimes check passports, that's why they have all those checkpoints set up. Luckily, everything was in order but boy was I surprised that a simple officer stationed by the roadside questioned so many things about my visa (perfectly legit by the way). I was soon on my way, but I can assure you that immigration matters is something to take VERY seriously in Thailand these days.
The risk is small, same with agent sponsored extensions but eventually one may get caught. Already those on volunteer visas obtained by agents are in big trouble, as these are the visa types that Chinese criminal gangs were obtaining.