The NY consulate has been great. My last METV I received in less than 24 hours on a weekend. Never longer than 2-3 days ever even when we had to submit everything to them.
If your student visa is for at least 3 months you can go to Bangkok bank with your passport, visa, certificate of residence from immigration and money and they should open the account. If you have less than 3 months on the visa it's gonna need alot of luck.