You can open a thai bank account on a visa exemption mate, anyone can open a thai bank account, by yourself is a little more difficult but I know where it can be done and it's where I got mine on a visa exempt, or just use an agent, not hard at all
Go to Bangkok bank sukhumvit (pattaya) next to Num Chai electrical, they do it on a tourist visa, just need confirmation of your Hotel/condo owner, I got mine there on one 3 years ago, they still do it....7000 baht