It's easy enough to take Thai language classes and get a student visa in Thailand, though they appear to be getting more strict with their checks to validate that you are actually learning Thai. I say that, because some people just get the student visa and never actually take the classes.

You can also get a student visa (in Chiang Mai at least) for hand-to-hand combat training with the military police. You just take two lessons a week on Saturday and Sunday afternoons for two hours. http://chiangmaibuddy.com/services/chiang-mai-visa-services/....

You're spot on though - doing visa runs all the time gets old fast.