We've always done it ourselves. But this year, we want to have one visa, and me riding on/dependent on my husband's. The local imm chief says we can't do that, but I know many in other districts that have.
Oh gosh ... I know that feeling. We always take the skytrain/express train, and we pick a hotel near BTS. We have been to Bangkok so many times now, we are experts at timing and anal about time :)
Edward ... you must be very lucky. When we went for our first checkin at Nakhon Si Thammarat, they fined us for not having done a TM30 within 24 hours. Additionally, they make us renew it every year.