Hi, I don't think there are direct buses to Vientiane...
from Chiang Mai to Vientiane.. we took 2 buses + 2 tuk tuk..
first one, tuk tuk .. or "airport taxi" (from Chiang Mai's Airport), if I'm not wrong, it costed us 200 baht to go to the bus station.
from Bus Station (Chiang Mai) to Khong Kaen...
then another bus from Khong Kaen to Nong Khai.
.. >> here << we made a mistake by taking a tuk-tuk. < the driver took us to a sort of "Visa Agents".. though everything went smoothly, it costed us some unnecessary extra fees.
** From Nong Khai bus station, you should be able to get into a Lao-Thai International bus, which shouldn't cost more than 30.000 kip. (not sure about the price,
but from Vientiane (the bus station located near Morning Market), the bus ticket to Nong Khai cost 15.000 kip.)
I don't remember how much the long-distances buses costed .., sorry., but overall, it was like 1/4 of what we would pay for a flight from Chiang Mai to Udon Thani (A city between Khong Kaen and Nong Khai).
if you can afford a plane ticket to Udon Thani, and from there take a bus to Vientiane, I'd suggest you to do that.
this whole process (from Chiang Mai to Vientiane by bus), took us about 2 days... I was too naive when I used the maps to judge the distance and speculate the time... there's a lot of mountains on the trip, so it takes much more longer.. very .. very tiring :S .. we ended up spending the first day in Vientiane sleeping in a hotel .. lol.
** edit update..:
If so, what will a return ticket cost me?
if you go by bus .. I don't think you'll buy a return ticket ..