Literally have just gotten married today, yes you have to get it done in Bangkok, you can use an agency but I did it on my own, BUT! Be careful there was mistakes with my translation! Luckily the lady gave me time at the MOFA to change it and get the fast track service ( which they don't provide anymore if you ask for it when handing in your docs) but luckily their is an translation department downstairs with re-translated my docs......
After that I went to korat and got married ( today ) and it was painless! But the hardest things are the Affirmation and translation then legalisation.
Good luck to you bro, if you need any questions answered give me a shout