Can the 30 day visa on application be extended.If so,where should it be done.

Also,I assume that i will have to extend my return air ticket before i go to immigration.

You can extend that by a mere SEVEN days at any Thai immigration office in Thailand.

However, you might want to consider doing a visa run. Assuming you have a western passport, that will get you 15 days automatically for a land crossing, and another 30 days for a new by air entry.

Can the 30 day visa on application be extended.If so,where should it be done.

There is no such visa. A visa on arrival for people from certain countries gives you 15 days and costs 1000 baht.

If you asking about a 30 day visa exempt entry for people from certain countries their is no application needed.

For either of these you would need to show a ticket out of the country within the 7 days you would be given to leave the country.