Best nightlife is in bangkok, RCA, Ratchada's soapy massage, patpong, nana etc. Shopping is also the best in Bangkok, icon siam, siam paragon, central world, otop market etc. Except there is a nice beach in Phuket.
You can do your own 30 days extension. Just bring tm30, a passport size photo, passport and copies, 1900b cash. You can take a bus to bangkok, than another bus to Cam (might get deny when you want to stamp back on the same day, and they might ask you to stay a night.) or you can get another bus to lao from the same bus station (mo chit) (nong khai. and take a tuk tuk to immigration, after stamp out, take a 30b bus to lao immigration. Nakornchai Air is a nice bus service.
Dont go cam, you might be able to get stamp back at cam side, as they have a law that says you need to stay for 24 hours. Go buy a bus ticket at nakornchai air to nong khai, and take a tuk tuk (80b) to the thai custom, than get on a 30b bus to lao custom. Very comfortable bus with toilet and they will give you drinks and food.