actually did it, doesn't mean it's a good choice. Do what you want, but the risk is there regardless. I know I wouldn't be risking a rejection, ban or whatever on a visa to be in a country I want to be in...
Even if approved, you'd also risk immigration noting you had been in Thaialnd during the application process, if they looked into it when you went to re enter on the DTV. It'd be on their records, too.
No need for an agency, it's a simple process if you follow the requirements. And search on this page for information on the embassy you're applying through as they all have slightly different rules, some mentioned some not and its based on experiences.