Get the Non Imm O in the US. It makes the process so much easier when you get to Thailand. No need for the money in a Thai bank account for this visa if you apply in the US and it will make opening a Thai bank account so much easier
They don't ask for a "return ticket" in the UK. They ask for proof of leaving the Country within 90 days and that's because the visa only gives you 90 days in the Country, you need to meet the requirements of an 'extention of stay' if you want to stay longer than 90 days.