Additionally, you can fly to Hat Yai and take a minivan to the Wang Prachan border in Satun, which is located on the border with Malaysia. The journey takes around three to four hours.
When you arrive, before you stamp out, there are a couple of windows to the side of the Stamp Out building. Go to the end one and explain that you want to return the same day. Give the Imm Lady your passport, fee of 2000 baht, and TDAC details, and she will provide you with a ticket number to present on the Malaysian side.
You'll then walk over to the Malaysian side, give them your ticket, and they will stamp you in and out. Then you return to Thailand to get your stamp back in.
If you can arrive around 3 to 4 pm it's not as busy, and the whole process can be finished in less than 30 minutes from my experience.
Done this six times now, including this week, and I have had no problems at all.