I hear good things about Chiang Mai, except burn season. Before you decide to move there get familiar with that season. I think a lot of people stay in Chiang Mai year around except during that time.
Marriage Visa is a horrible mess.. When I was shopping for visa options (like you are), everybody I talked to was unwilling to do the marriage visa or wanted to charge me 3-5 times more than the retirement visa.
I decided not to do the marriage visa because my wife would have to come stay with me for a month (probably not your case) while we wait to see if the immigration office was going to come check on us.
Several people suggest the marriage visa isn't too bad.... but almost everybody will choose the retirement visa over the marriage visa.
Bang Wa / Pinklao were nice when I was living there 5 years ago. It's on the other side of the river, at that time there was only one train going there so I don't know what it's like now.
You can apply for the marriage visa online. Then leave/come-back and you will be on the marriage visa.
When filling out the application the first page will ask you something like "Where are you?" and "What is your nationality?", in both cases indicate USA. (this is not the actual application).
When you get into the actual application it will ask you the same question a little differently, "Where is your permanent residence" and " what is your nationality". For permanent residence, indicate USA and use your driver's license as proof. For nationality, obviously use your passport.
You will still have to show travel to Thailand. In your case I would buy a plane ticket to/from Singapore or whatever is cheap. And use that as proof.
You can not activate the visa until you enter Thailand. Because you are already in Thailand you will need to leave. You can take the plane you just purchased tickets for, or you can come/go however you want.
This approach has risks but it's worked out for me so far.
Also, during the visa process, they'll probably ask for some supporting documents, when you provide those, explain your situation, that you are in some other country near thailand and you are trying to get your affairs (marriage, home, etc.) in order, that you traveled to the near country to apply for the visa.
Bali is about $200 round trip. Bali has no US Embassy (it's in Jakarta) which makes a good excuse why you need to apply for a visa online at the Thai Embassy - USA.
The website is rigid but I have found the people processing the application are flexible and friendly, like Thai people usually are.
It "seems" to me that Petrol is more expensive in Northern Hemisphere Summer months. In the United States, gas prices surge at/about the Memorial Day weekend (consider by many the beginning of summer).
That is only a guess.
I assume as the date draws near the price will change and that change will be driven my market influences, demand of seats vs demand of fuel with a few other influences.
I don't know about this guy but I have read of few stories where someone gets denied entry, ends up in the clink, pretends to be innocent, only discover they guy had some history that was a factor.