If your Thai wife is a Thai citizen, then it is best to do the marriage Visa.
After a few years, because of your marriage, you can apply for permanent residency. But you will only get permanent residency if you are also working in Thailand once you move here.
If you don't want to work here, then you can follow many many many people who just renew their marriage visa and all is ok!
Good luck and hope you decide to come to Thailand soon.