I recently contacted the Royal Thai Consulate in Montreal.
The information is pretty basic, $40 for a single entry visa - 60 days - when you apply in person. But if you apply by mail (recommended time 3 weeks before by express post - it is free. So I'll be applying for a double entry, just in case I need it and my plans change on my next trip. Maybe worth checking out to see if this applies at the local consulate in your country.
I'm sorry, this information is wrong. You CAN NOT get your Thai Visa for free if you apply by mail. I managed to speak to a real person today (they don't return e-mails or messages) and she assured me their recorded message was out of date - "As of May 2010..." geez, is it really that hard to update a phone recording in Canada?