If you haven't booked a hotel, we stayed at Avalon 2, there is also Avalon 1 around the corner. Clean rooms with pool and air con for 600 baht, breakfast extra and about 5-10 mins on tuk tuk to consulate.
It's all pretty harmless mate and dare I say they quite "like" us as we're getting a marriage visa, something different from all the tour groups. We had originals and copies of what Tod mentioned: marriage certificate, blue book, wife ID card and my passport with photo and Laos visa stamp - think that's all. Bloke across the road charges you 100 baht to fill out the form, I did it myself. You'll be fine!
she wasn't with me, but yes, you're right. We are getting married later, but like others said here: I dressed smartish: jeans and short sleeved shirt. First impressions do count!
Crossing into Nong Khai is the smoothest border. They'll monitor entries and so on, but less rigid than others. I came armed with paperwork just in case they asked me any questions last week, but they didn't.