AFAIK: the thai consulate in Savannakhet is the ONLY one in S/E Asia that still sells those year-long, multi-entry Non-Immigrant Type-O visas based on marriage to a thai without ANY financial proof at all.
Don't forget to make a copy of the Lao visa you bought at the border!
You don't need the original marriage documents at all..
Just copies of the marriage documents (signed by you and your wife), her thai i/d & house-book listing signed by your wife and your passport data page, entry stamp and Lao visa signed by you.
That, 5000baht and you should be good to go..
Oh and you don't need a letter from your wife either..