We were recently in Laos
(9/2006) and got a visa in Bangkok, however the
day we crossed into Laos at
Huay Xai from Chiang Khong Thailand,
another English couple traveling on the same boat as us were able to get a 30
day visa on the spot. I think that the cost was $30. Previously, we had
read that on the spot visas may or may not be available but that they were only
valid for 15 days but I guess now, a 30 day on the spot visa is available and
much easier than getting it in Bangkok.
Of course, it is always advisable to check online at the embassy sites or
places like Lonely Planet's Thorntree forums or at www.travelfish.org which is a site
dedicated to travel in Laos,
Vietnam, Thailand and Cambodia.