I love border runs, And have done most of the official borders around Thailand and with pleasure. Most of the time, I use the opportunity to travel extensively in the bordering country.
I have traveled all around Laos, Malaysia, Cambodia and Burma (Myanmar) and even Vietnam extensively and several times in more than the last 30 years now. Before I traveled alone, but sins 20 years my wife accompanies me, and she loves it even more than I do. We travel with our own 4x4 which makes it a lot easier to find accommodation, and the interesting monuments. It's more adventurous and exhilarating at many times.