Just to clarify, you will get a 30 day visa exempt stamp (not a visa on arrival), so just join the normal foreign immigration queue and NOT the visa on arrival queue!
I used to cross the border at Mae Sot and Myanmar numerous times with a multi-entry visa, as did my colleagues. They would only allow two land crossings per year for those with visa exempt though. I would say just avoid that border as there is no rule against it in theory... Should be fine elsewhere.
Nor at Mae Sot international airport, I believe. Although to be fair the only international flight they had seems to have stopped again. Unfortunate as they've been building a new International terminal.