Upvote:4
It is possible to apply for a Tourist Visa for Thailand at Thai Embassies other than your home country, however when applying abroad the embassy may require more documentation of your intent, such as planned itineraries, bookings for accommodations, etc. Too many folks have been scamming the system to live in Thailand without proper long term visas.
In regard to a departing flight, if you are flying into Thailand, the airline will be required to check that you have the correct entry permission, so if you are coming on the 30 day Entry Permit, they might prohibit you from boarding without a confirmed outbound flight. If you are coming in overland, it will be at the immigration official's discretion to ask to see your outbound info (they also have the right to ask you to produce proof of support in the form of 10,000 baht cash / US$325).
Once in Thailand, you can not apply for a Tourist Visa, but you can now apply for a 30 day extension to your 30 day Entry Permit .... but only once and the fee is as high as a tourist visa in the first place.
The changes on border crossings have been primarily in regard to visa runs type crossings. Immigration officials are looking for folks who routinely cross the border for a short while then return simply to extend their stay. If you cross into Laos, Myanmar, etc for a few days then you should have no issue.