Am a female British passport holder, married to Thai national

I am deciding whether to opt for the multi or single entry Non-O based on marriage in KL

I may have the impression that applying for this 1yr extension is more troublesome than it is, but it does sound like a pain

Visa runs to Mae Sai every 3mths sound easier to me (I don't actually mind this trip oddly enough)

If I apply for the 1yrs extension based on marriage at CM Immigration, when I am in the 1yr extension itself, if I need to exit the country do I need a re-entry permit?

Yes you will need a re-entry permit, a single one costs 1000baht, best to do it at the time of applying for an extension.