The only reason to use an agent is all documents in hand before passing the border and not waiting an hour plus to get it done at the check point just for few extra Baht
If you get your insurance at the border you will be stock for an hour plus and after you get your insurance you will get the Malay road tax (free) which is another half an hour
The Thai side will not help you so much , Personally I use a broker to do it for me but it take few days as I need to provide everything to the broker via line and the broker send to my home address in Thailand and I pass the border in few minutes.
OK few things , Sadao is a messy border so busy and boring but easy to get your Malaysian insurance, Wang Prachan is great place to pass the border , nice twisty road. the insurance place is on the Thai side a small office on the right side before the check point