I went the getting the "O-A" visa in my home country (US) route because it just seemed like less of a hassle.......check out a few of the threads on Thiavisa.com concerning this subject and for some advice on how to avoid any "bumps" in the "O-A" visa road when doing it in Thailand.....always interesting reading!
From my previous post........I'm just finishing up with the paperwork for the Retirement "O-A" visa and well, proof of income, is just the tip of the iceberg. A cost breakdown goes something like this....Bank of America statement verification letter ($10), FBI criminal clearance letter / fingerprints ($52), Thai visa ($65), US Priority Mail ($22), visa photos ($20), Four copies of all the paperwork ($6), Thai Retirement Visa (IF approved).....Priceless!