Driving is the best way! That way you have car so you can explore Kanchanaburi, Hellfire Pass and Erawan Falls National Park, and time permitting drive further north to see the Mon Bridge at Sangklaburi and the Three Pagodas Pass at the Myanmar Border. Make it a three day adventure!
All visas obtained through an agent which skip the financial criteria are "dodgy". However, I don't know if visa agents in Thailand will handle the OX due to the stringent requirements, and I'm sure if they do the price would be over 70,000 baht.
Most got it from Sydney because the finances didn't have to be moved to Thailand. Getting it in Thailand means shifting the 3 million Baht (or whatever it is) to Thailand. I don't know if visa agents offer this visa and stump up the money like with the 800k for the O visa. Somehow I don't think they would