i was in the "agent trap" also. I had to leave the country to get an O visa in Lao. The Lao consulate wanted to see the 12 months of bank statements along with proof of the source of my 65,000+ baht income transfers. After entrance to Thailand and asking for a 1 year extension, i had to show the same documents to the Thailand Immigration. Extension approved. Good to be free from the agent.
Be polite, be appropriately dressed and take a respectful Thai friend to help you. That and a passport with a valid visa is all I needed. This worked a couple of times for me.