I just went to Vientiane (through land border) last week applying ED Visa, I went with agency as they arrange and prepare things like hotel, food, cars/vans to pick me up, application forms, photocopies...etc for me, so I can focus on preparing and applying Visa. I think it depends on if you prefer these get sorted out for you or do it by yourself:)

Most importantly to apply Visa in Vientiane, like Jeremy Miller said - book appointment on the website to get your queue number, they dont accept applicant without the queue number.

Staffs at the gate would call the queue number and they check if your queue number/name/passport number/booking dates are all matched, then they let you in. The next day, you would use the same queue number to get your passport&visa back.