My wife & I (both English)stay in Hua Hin every January for 90 days. Next year we plan to stay for an additional month. We stay on a Non-Imm O visa. Can we get the required extension at the local immigration office or do we need to do a visa run?  If so, is the train down to Penang a good option?

You cannot get a 30 day extension of your 90 day entry from your non-o visa.

You can get a 30 day visa exempt entry at most border crossings. You can leave and re-enter on the same day.

A train to Penang is one option out of a few. Many people from Hua HIn go to to Ranong to do a crossing to Myanmar.

UJ, thanks for clearing that up for me.