Using the local stop trains may be an option - but not so regular service.
I would go to mochit on the skytrain or even Taopoon / Bangson / bangsue on the MRT and get a taxi, from there (where I live) its a 20-30 min drive (double in rush hour) Most definitely easier than using the 'big' trains form Bangsue junction.
The difference between a Visa Exempt Entry & Visa On Arrival
These are probably the two most mixed up terms concerning visa/extension stuff for thailand (next to a visa & an extension of stay :) ) .
Visa On Arrival;
People from 21 countries buy a Visa-On-Arrival for 15 days when they get here. The price is 2000baht, but it is reduced to 1000baht until August 31st, 2017.
The countries that buy a visa on arrival are; Andorra, Bhutan, Bulgaria, China, Cyprus, Ethiopia, Fiji, India, Kazakhstan, Latvia, Lithuania, Maldives, Malta, Mauritius, Papua New Guinea, Romania, San Marino, Saudi Arabia, Taiwan, Ukraine & Uzbekistan
As a rule a visa-on-arrival can't be extended.
Visa Exempt or Visa Waiver:
People from 58 countries get either a visa exempt or a visa waiver entry when they show up here. That means they didn't buy a visa at a thai consulate beforehand & they didn't buy a visa-on-arrival when they got here but were stamped in for a period of days for free.
5 countries get 90 day visa exempt entries (Argentina, Brazil, Chile, Peru & South Korea), 51 countries get a 30 day visa exempt or visa waiver entry and 2 countries get 14 day visa exempt entries (Burma <- by air, & Cambodia).
Since Dec 31st, 2016 people from 44 countries can now get 30 day visa exempt entries by a land border but they can only get TWO 30 day visa exempt entries by land in a calendar year.
A visa exempt entry can usually be extended for 30 days at the immigration office although I have not heard of anyone extending the 90 day visa exempt entries for any longer than 7 days.