If you go back to Thailand immediately after applying, your visa will not be activated upon return. It will only get activated when you cross a border again after your visa is approved. So indeed you could do a little "hack", apply for the visa, come back, and then bounce a border when it gets approved, to minimize your time out of the country (in exchange for doing two trips).
It is however not entirely free of risk; sometimes visas are refused if you leave the country from where you applied. They could notice if you entered Thailand. I do not know the embassy in Vietnam's standards on this.
I think they don't bother about a few bucks. It's just to cover the time the embassy spends on the application. I think the advice to get a visa has a different purpose: protection against refusal. If the embassy checks your travel history upfront and decides to not give you a visa, you won't fly to Thailand and come out very disappointed. If they instead give you the visa, it means you have permission to enter. It isn't always honored by immigrations (some embassies don't fully understand their responsibility in this and give out visas too easily) but this is how it is supposed to with and it is why the advice to apply for a visa is sound.
no, if you have a visa you still get a stamp. You either have a sticker in your passport or the visa is electronic in which case they see it on their screen instead. In both cases you get an entry stamp.
now that's the big misconception here that I want to address.
Of course they are connected. Both are branches of the Thai government, both are involved with entry of foreigners into the country and yes OF COURSE embassies can see your travel history. It is actually the embassies, not immigrations, which is the primary body to determine entry eligibility. And a visa is nothing less than entry permission. De facto immigrations is handling most of the entry requests now, with the majority qualifying for exemption or for visa on arrival, but the default case of entering a foreign country is still that you go to that country's embassy and ask permission (i.e. apply for a visa).
Yes, it can still be overruled. Will it? No. That really isn't supposed to happen. I know excesses have occurred but a visa does more than only "improve" your chances; it means that you have permission to enter.
immigrations is not supposed to refuse people who have already received permission to enter from a qualified body. They can, but they would rarely do that.
well isn't is obvious that if you ask permission upfront from a body legitimized to give you that, and you then get it, that your odds of entering are then not anywhere near the case you enter without pre-arranged permission? The two scenarios could not be more dissimilar.
there's no myth there Jim, the myth is what you are saying. It's a stubborn, strong myth, that unfortunately the entire established crew in this group has come to believe in. Not good.
but that's true right, a visa means that you have been given permission to enter. Let's assume that if you have a ban they'll not give you entry permission (in the form of a visa).
that's because the embassy looked at you. They're indeed not supposed to overrule their colleague's decisions left right and center. They do it, but rarely.
this is checked by the embassy if you have a visa. With an exempt entry the check comes on immigrations. Though overall speaking the odds of entering may indeed look similar, if you focus on passing immigrations only, having a visa makes all the difference.