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.
The contact? The conversation might not be much different, assuming your travel history is fine.
Unlike what most of others in this group are telling you though, having a visa makes ALL the difference with regards to your likelihood of getting in. Without a visa the check whether you have not already stayed enough time in Thailand as a tourist comes on the IO. With a visa this check comes on the embassy. The visa means: you have permission to enter the country.
Immigrations officers can still deny entry, like a security officer at an Ed Sheeran concert being able to refuse entry if you show up with a chain saw around your neck. But they're not supposed to refuse entry based on travel history. That check has been done. That's why immigrations officers tell people who approach the end of their reasonable time in the country as a tourist to get a visa: it's so that you know upfront whether you can enter. Why would they advise this if it made no difference and your likelihood of getting refused were the same?
There are some severe misconceptions with the established crew in this group and this unfortunately is one.