In California I got fingerprinted at one of the main post offices in my area and that was electronically submitted to the FBI. My criminal report was generated immediately electronically and emailed to me and I also got a hard copy in the mail a few days later. Also, before going to the main post office to do the fingerprinting you need to do an online application with the FBI first. The FBI charged $18 for the application and the post office charged $50 for the fingerprint scan. And not all post offices do fingerprinting so when you apply for your application on the FBI's website it will give you a list of the ones that do it in your area. The easiest way to do this is have your fingerprints done through USPS. Then you upload the FBI document online when you apply for your visa.
The UPS stores also do fingerprinting but I think it only generates a hard copy card and you have to mail it in. So it's a little more complicated not doing this through the USPS.
But...I can get a non O-A from the US according to the LA Thai Embassy Web site. And I also need 800 baht in an acct too. Was just asking to see if there is any upside to doing this in country after arriving on a TR or doing this in the US.