I would like obtain a Tourist visa, then enter Thailand for about 4 days on visa exempt, exit for a week then return for about 33 days using the tourist visa.  

Surely this is relatively common but I cant find out if its ok to just ask Immigration not to use the TV on my first entry?  

 

I am aware there is a METV however the cost is not worth it for this instance I would rather stay longer outside Thailand if they cant stamp me as visa exempt on first entry.  

 

It entirely depends upon the immigration officer when you enter the country. Some would allow you to use a visa exempt entry while others would insist on using the visa. 

If you had to use your visa you could get a single re-entry permit for a fee of 1000 baht that would keep the remainder of your 60 day entry valid when you enter the country. You can apply for the re-entry permit at an immigration office or on departure from the country at some airports (either one in Bangkok) and border crossings.

I think you will find they will use up your Tourist Visa first. I encountered such a situation years ago and the officer insisted thats how its done. You may have better luck, but don't bank on it...

I have done this (requesting not to use the visa) once or twice and thought it was standard practice.. I was even told by a western consulate to do so.. It was only reading on here that this was an issue that alerted me to it going wrong. 

Next time maybe use a 2nd (legal) passport from your homecountry

I had this issue a few months ago. I had a visa from themaphilippine embassy in Manila but,was going to Australia for 10 days 2 weeks into it. I didn't write the visa number on the arrivals card and I explained my situation to the IO, suggesting that the Thai embassy had said  he could give me the 30 days now. He smiled and said, I saw no visa stamping me in fpr 30 days.