The best is to apply in your passport country, where. also most of the other documents originate from, since they know how documents are formated in that country, leading to less rejections because of misunderstandings.
Look at the Embassy website for the average processing time for visa’s, and remember if additional documents are necessary, the clock may start over from 0.
The Thai Embassy have no benefit of getting you to stay and use your money other than in Thailand.