I extended my 30 days today and had to go to Bangkok immigration. Staying in the Ratchada area, I got the MRT to Chatuchak Park then jumped on the number 52 bus which goes past the Government building. 12baht metro and 30 baht bus.
But nothing is as cheap as the mainline trains. After getting my extension sorted I walked to Lak Si station, which is two stops south of Don Mueang station and rode the train all the way in to Hua Lamphong for the grand sum of 4 baht. 555
Reports like yours is where this forum comes in handy for new travelers, or those who are new to an area (bus stations, train depots, airports etc). A little bit of local knowledge can save you some grief and extra time and cost.