The only thing I can add to the other comments is to be organised. Get a folder and put copies of your documents inside, make plenty of copies of your passport pages. Then when you apply for subsequent extensions, everything is already in one place, so you just need to; add the bank letters, fill out the 1 page application and you are done. Good luck.
Agencies are in business and want you to pay for as many of their services as they can. So yes you can do it this way, but you will end up paying a lot for these services and likely have to use their services every year thereafter. Much easier and cheaper to get the non O before you come to Thailand. You will also then have no problem opening a bank account, as you have a long term visa, instead of being a tourist.
no you don't need photos of where you live, but depending on which immigration office you use, you will need to draw a very basic map of the location of your rented accommodation.
I am married to a Thai lady and use retirement for my visa and extensions for the reason that Nigel stated. If you apply for the non O based on retirement online before coming to Thailand and keep 800,000 in your Thai bank account, there is no need to do anything else financially, other than take proof from your bank to the immigration office when you apply for the extension. The extension process is very simple to achieve, it's just an a4 form with about 15 simple questions, supply photocopies of your passport documents and where you live, passport photos, the bank information and 1,900 Baht. It takes me less than an hour each year. Good luck.
yes, it does make it more 'interesting' here! I am the opposite really, all my dealings with visas and immigration etc have been straightforward and even buying the house. Getting the yellow book was definitely the challenge, when it seems it should be simple (like it was for you). I am not complaining, I love Thailand and if a few visits to the Amphur are required it's no problem as I am retired.
have you considered that the people saying it is complicated are either; 1. not very good at following basic instructions or 2. Have a vested interest in 'selling services' to you? It could be that they simply want to feel better about using an agent themselves or their girlfriend is an agent. Getting a visa for Thailand is very straightforward, just a few simple questions on an A4 form and providing copies of documents. The immigration office and staff are helpful, just be polite and dress appropriately.
this really varies from Amphur to Amphur. I've just been through it in Hua Hin and it was...challenging. Not saying it's difficult, but they insisted on a new copy of my passport stamped as authentic by the British Embassy in Bangkok (I had already done this once to get married and had colour copies), then translated and certified at the Ministry of Foreign Affairs. Once they had these documents they sent us away for 5 weeks until they had an appointment available. When we returned for our appointment they asked us to sign a few copies of documents and sent us away for another week whilst the Sheriff checked everything was okay. A week later we waited for 2 and a half hours for them to issue the yellow book and pink ID card. So, all in it probably took me about 2 months to get the yellow tabian baan, when other people seem to get them with no problems. Before anyone says it, yes we go smartly dressed and are always polite.