If you are heading to Bangkok from Vientiane then it is worth considering the overnight train. Given that a 1st class fare costs just under USD $40 and 2nd class about $25 it is very economical.
The train leaves Nong Khai, across the Thai Border at 18:20 and is scheduled to arrive in Bangkok at 06:25. Build a little flexibility into your schedule to allow for any delays coming into Bangkok.
There are 2 main ways to get to the train.
You can arrange a ticket with most travel agents in Vientiane. For the price of the ticket you will be picked up and driven from central Vientiane to the railway station out near the friendship bridge at Thanaleng. This is a 30 minute drive. Pickup is around 3pm, the commuter train across the border does not leave until 5pm. But it is an easy way to travel and the border process is easy with no long lines to stand in. Just you and your fellow rail travellers at the border office at the station.
The train goes across the bridge in a short 10 minute journey. You head through the more busy immigration lines into Thailand.
And your train is just there ready to board. Make sure you have bought some goodies to nibble on along the way.
Alternatively you can…
Make your own way to the Friendship bridge
Get any manner of transport out to the border and proceed through Lao and Thai immigration and make your own way to the station in Nong Khai.