If you are only going to do "turn arounds" to get another 30 day entry then you can fly to Singapore for a day trip and come back.
For Penang if you want a visa: You can fly via KL with Air Asia - my round trip ticket was just over 7000Baht.Then apply for tourist visa at the Thai Consulate.This visa will give you 60 days on entry with a 28 day extension on top if needed.It takes two working days to process but Penang is OK for short trips.You fly in the night before and leave the morning after so it is three nights minimun in a hotel.
Look in the main index for KL and Penang threads.