Honestly no point in going through an agent. Go directly, it's super super easy & simple. No value in having a middle man in such a process, if anything it can make things more confusing as it has to go through a middle man.
Curious, how can an agent help? The embassy says bring all necessary documents (Without listing which they want) and most of the time they don't even ask for the docs. You just go, they question and you can show documents when they ask (bank, ownership of home locally, job, etc - reasons to come back to Thailand).