Well, normally I would show them my visa at the check-in counter and not be hassled again afterwards. It does depend on your situation; basically, you should be prepared to show it again though it shouldn't happen.
Actually, Vientiane and Savannakhet employ a hybrid system. Despite what they claim, you need to be in Vientiane or Savannakhet when applying for your visa and you will be called in for a short interview in addition to making payment in cash, in THB, in person as well.