Since this year, there are no more 15 day stamp entering by land/sea.
You can enter by land AND GET 30 DAY STANP with a limit of 2 times per calendar year.
By the way, malaysian borders (nobody knows why) usually don't give 30 day stamp free of charge to back-to-back travellers. They usually charge 1,000 baht and give this stamp only to certain travellers (it depends on your passport - nationality and how many times you visited Thailand becire -)
Visa application takes a couple of days to spend abroad. It is not free, cost depends on consulates but it's around 1,
*****
,500 baht.
Consulates could also ask financial proof, proof of lodging (hotel booking or house rental contract), and a flight out of Thailand within 60 days.
Visa exempt is just a stamp that you can get with a same day go and back border run. The stamp is free. From Koh Tao you could go to Ranong border with Myanmar. You just need to pay a fee of 500 baht (or a brand new 10 US dollar banknote) to enter Myanmar.
You can have a 60 day tourist visa in Thai consulate in Cambodia (for example Phnom Phen) and in Myanmar (for example Yangon).
You also can have a 30 day visa-exempt stamp at any border with Myanmar (for example Ranong), Cambodia or Laos.
The both, tourist visa or visa-exempt stamp, can be extended by 30 days at Samui Immigration (monday-friday 8.30-12; 13-16.30: fill the form and bring 1900 thb, 1 photo, passport copy - frontpage, last stamp, departure card)
Almost all Immigration offices (including Bangkok and Chiang Mai, for example) allow you to file an extension when you have 45 days or less left on your current admitted until stamp.
That means IF you fly in on a 30 day visa exempt stamp you can go right to the immigration office and apply for an extension. (Quoting Tod Daniels)