It's a little more difficult to get this visa but you don't need to to Thai Immigration at all inside Thailand for immigration matters. For people starting out that's a blessing. You'll probably need to see them to get a certificate of residence letter to open a bank account or get a driver's licence though once you get more established. And an o-a makes bank account and drivers licence easier too
Look at an non o-a in the Sydney consulate website. If you have a regular GP the medical certificate is easy. If you have no criminal history so is the police report. Then you need to show money in Australia only. I think your wife can get a trailing spouse non-o on the o-a. Then you are stamped in for a year. Yes you'll need insurance but can use Australian travel insurance now that you probably would have bought anyway.
Go to immigration and request an extension that they will deny but still give you a 7 day extension to leave Thailand. 1900 baht but no overstay repercussions.