Just completed the Non-O, no proof of funds asked for..
Followed the list of required docs on their website, was all quite easy. The embassy didn't open until 9:00am so had the sun burning on everyone for 30+ minutes.
There's a charge of 100 baht for going through immigration, then further 1500 baht for the Laos visa, and a leaving charge of 50 baht.
They have an airport-style scanner which seems to be used to stop people bringing back Beer Laos and Heineken.
Starting to get busy there with Chinese on tour buses, I'm not sure I'll do it again, bit of a mission from Phuket.