You cannot get married in Thailand if you are already married somewhere else. You can register your foreign marriage at your local Amphur, that was the requirement until now, but it seems it is changing.
“Married” visa or “Retirement visa” both need to be extended yearly. The difference is that for the retirement option you need more money in the bank (800k THB vs 400K for the married option) and you will never be allowed to do any work. The married option requires a bit more paperwork but is cheaper and offers more possibilities. If you stay long term I would go for the married visa. The chances of getting a permanent residence status or citizenship are very remote.