Besides Hong Kong. Hong Kong is pricey and less interesting at each visit.

Where is a dependable, cheap, and pleasant place to get a tourist visa issued?

Laos?
Thailand?
Vietnam?

What would you choose?

We did ours in Chiang Mai. The Chinese consulate there was very efficient but make sure you get driven by somebody that understands where you're going. I went in a Tuk Tuk and the driver thought I wanted to buy a Chinese Condo!

Chiang Mai is a quick 90 minute flight from Kunming and it was so relaxing there.

Bangkok might be cheaper (or maybe not) but I haven't been there so can't comment on it.

Macau.

If short on money, Laos border might be an option, but unfortunately I cannot confirm what I read, that is that you can just get to the border (1 night on a sleeper bus) get out of china without even worrying about laos visa, get back in and get your chinese visa. If this could be confirmed, would really be great.
If you want to spend some time visiting around, then Laos is not that bad, anyway, and in Vientiane you can get the visa in a few days (this I know 'cause I did it).