Totally agree, I was told about 25 years ago when I first came to Hua Hin to Rent a property and buy a car, and I have always stuck to that, just look at the amount of resale property on the market, and how long it stays there !
It depends which agent at which immigration office, there's no conformity here. I did it this year with my wife as well, in other words she is included with our translated and certified marriage certificate.
If you do it through an agent it's not a problem, to do it by yourself? I have no idea, I did it and apart from having to sign at least 25 bits of paper there was no problem.
I can't guarantee this now because it was a number of years ago when I did this but my wife and I flew to KL and back the same day to extend our visa by an additional 30 days before we left, nothing was said when we returned to Don Mung, we live here permanently now, it was probably about 8 years ago.