if providing everything they need is not a problem for you, you can do it in Penang. They require lots of documents though. The nearest copy center is far away so you need to prepare everything in advance
My chinese friend did her 2nd in Penang. She was told not to apply at Penang next time. As long as we understood, Penang offers only twice when it comes to Thailand Tourist Visa. I know a lot of people go to Vientiane.