From ranong and the island of Koh Payam - southwest of Bangkok and near the border with Burma - you can reach Myanmar and make the famous “Visa on the run”. If you are on the island you have to take the ferry to Ranong -2 and a half hours- and from there they take you on a small boat to Myanmar. You have to pay the costs of the trip -300 bahts from Koh Payam and about 100 or 150 from Ranong- plus 10 US dollars charged by the Myanmar Military Board for being in your country the time needed to fill in the entry and exit papers.
The option used by Tatiana in southern Thailand is to approach the border post near Satun. We were in Koh Lanta and her visa expired so on the same day she was taken by minivan and ferry to Trang and from there she took another minivan to Satun. The bureaucracy at the border border post with Malaysia was minimal and about 10 hours was already back on the island of Koh Lanta.
The price of everything was 1,300 Bahts. It is not cheap at all but you have to pay a price to continue enjoying the Thai beaches!