Do You Have To Use The 'local' Immigration?

Just an observation but, when in Pattaya (Jomtien) Immigration recently, trying to get a residency permit that would then enable me to open a bank account, I couldn't help but notice that lots of the 'clients' hadn't shaved for weeks, or months, may not have washed in as long and were most likely addicted to visiting tattooists. The thought that I had (which has been echoed on the boards before) was that this could well be the reason for Immigration being so hard-nosed and unfriendly.

My question is:

If I need a residency permit, or any other service provided by Immigration, is it okay to trundle off to the nearest non-touristy town, say, Si Racha (in the case of a Pattaya scenario) in order to appeal to Thai officials of a more friendly variety or is this breaking the rules?