Hi
My advice would be to get one in London before you go to south-east Asia. Though it's a hassle, and might have been a waste of time if you do end up going through a border crossing where you can get a visa easily, if you get a visa in London it'll give you total flexibility to rock up to any border crossing you want. i wouldn't rely on being able to get one at an obscure border crossing.
Make sure you take some US dollars with you. It's not unknown for border guards to ask for a bit extra, but a few bucks can smooth your way.
There's a list of Laos embassies here: http://www.laosvisa.com/mynembassylist.htm
Have a great trip - Laos is a fantastic country.