What's the most convenient and affordable destination for a quick visa run nowadays?

If you are thinking of buying a new computer/laptop then Hong Kong would be a choice as you can get full English language versions of Win10, and HongKong is much cheaper than mainland Check to see if they still do the 2 day (next day) visa processing, which means just one night in a hotel in needed.

My last few trips to HK I stayed up in the New Territories. You

can get a decent hotel up there with enough room to actually turn around in for about 600 HKD per night, and be close to the MTR for a quick ride downtown.

Viet Nam border at Hekou by overnight train at about 11PM from Kunming main station, back the next afternoon leaving Hekou about 4PM. Most nationalities need a visa, which costs 300rmb (get it at VN consulate in Kunming, takes 2-3 days), but the cost is way overridden by the low cost of the overall trip. I'd advise a hard sleeper to Hekou, hard seat coming back. Train only takes about 6 hours.

It depends if you're looking for a cheap trip to cross a border and reset a visa or need visa office services while out of the country. Other countries/cities seem to be reluctant to offer visas unless it's your home country... it can be OK but isn't exactly reliable. The one 'reliable' office in this respect appears to be HK.

Overnight train to Hekou. Cross border in morning. Enjoy Pho, Bia Hanoi (no beer hoi in Lao cai) and uncensored internet for a day. Catch evening train back to Kunming.

If you need visa office services, Chiang Mai is also good.

For HK & Macau - do a sauna run, just don't bring luggage. Hop across the border, site see to your heart's content - check into an overnight sauna (massage, bathing, sauna, food), then checkout the next morning somewhat refreshed and rested (depending on private room or general population sofa chair), snoring, whispering, etc.

And usually, you won't be molested by budget hotel entertainers soliciting companionship...or worse.