It can be done yourself but in my experience it isn't that easy. As
@Brandon ***********
said, get the list of requirements from your local Immigration Office. You'll need to provide all of the requested information.
One requirement is for a Thai bank account with 800k baht deposited. For the retirement extension, the 800k baht should have been in the bank for 2 months prior to application.
An agent is definitely easier but will cost.