In recent times the Chinese Immigration services have become more and more particular about the procedure required to get a chinese visa. My application was denied twice in Bangkok, Thailand for not having proper proof of my entry and exit into China. This was an issue as i want to travel into Southern China via Vietnam overland on a Train. And my Vietnamese isn't exactly conversational (read non-existent), so buying train tickets over the phone from bangkok isn't really an option.
However there is some light at the end of the tunnel. Turns out that the Chinese Embassy in Phnom Penh, Cambodia is a little bit of a rebel and doesn't ask for any of the aforementioned details. You turn up, fill out your form, and 3 days later you get the best sticker in the world. The other plus is that a single entry, 30 day Chinese visa in Bangkok costs around 1650 Baht for the regular service, that's about US$55 or £33 (Jan 2011), while in the "Kingdom of Wonder" (Cambodia's tourism tag line) it will cost US$30/£20.
On a side note, i highly recommend going to the Chinese Ambassador's residence in Phnom Penh, it's on street #380 at the bottom of street #51, like most things that involve the Chinese government its massive!