I'm currently on my final extension of an ED visa. I am leaving Thailand at the end of the week, flying out from swampy.

Do I need to cancel my extension as some at the Nong Khai border or is this just limited to there?

Limited to there only.

(Unless you have a valid re-entry permit and plan to return, than it would be better to cancel the ED-visa).

I don't have a re-entry permit. I plan to return but I'm going to stay in the UK for a few months and come back on a tourist visa.

Than no problem. Leaving the country will automatically cancel the permisison to stay.

I've heard as someone stated that it's only Nong Kai. That happened to me (despite my school saying that it was not necessary), and had to cancel with a massive delay waiting for immigration to open in Nong Kai, and a fax from the school. Pain in the ass! lol...