i noticed they advertise a visa run for 2500 opposite the train station ( is this a good deal )
If that is a private (i.e. you only + driver) run that's a good price simply in the cost of petrol. If you have to share a mini-van with 11 people ... well you decide.
Get your own 10 USD from the bank, the banks have noticed that the dollar has slumped, the touts still think it's 50 baht to the dollar.
The journey is 400Kms or so each direction, the last 80Kms are tight, twisty, hilly roads with lots of opportunities for anyone to kill themselves and/or you. The boat trip takes about 20 minutes each way and immigration in Myanmar is quick, you get stamped in an out at the same time, not so on the Thai side where you may have to queue for a while.
You might need a photocopy of your passport for Myanmar, do it on the Myanmar side, less queuing.