Overnight trains between cities. They are comfortable and efficient, although you should not arrange anything around (or in fact take much notice of) the stated arrival time. The sleeper carriages are almost entirely used by Western travellers; Thais, and the cheaper sort of backpacker, travel in the seating compartments. There is a bar and restaurant car on journeys of any length. Doors between carriages are locked late at night for security.
Overnight buses are much cheaper but only the deepest (or drunkest) sleepers will get much rest on them Bags in the lockers are almost routinely rifled. Keep anything of value with you. The buses to Bangkok usually arrive at an inconvenient hour (around 5am), although conveniently drop passengers on Khao San Road, on or around which most travellers stay.
Internal flights are reasonably priced if you are very short on time, or patience.
Local buses are convenient for getting round town if you can read Thai script or know where to get on and off .
Songthaews (share taxis) are a relatively cheap and convenient way to get round town, where available (for example in Chiang Mai and on Ko Samui). Hail them on the street, agree a price, climb in the back (they are converted pick ups) and press the bell on the roof when you want to get out. If you are lucky, they will go straight to you destination, if not they will drop everyone else off first.
Motorbike taxis are the fastest way to get around Bangkok – they are known locally as ‘the Bangkok helicopter’ – although the drivers are often dishonest and the ride counts as an adrenalin sport.
There are ferries running between the islands. You can buy combined train-bus-boat tickets from city to island at train stations (e.g Bangkok to Surat Thani by train, station to ferry terminal by coach, and ferry to Ko Samui). Sometimes you can arrange through agents to hitch a ride on tour boats going round the islands, which can be cheaper than regular ferries.
Tuk tuk drivers are often dishonest and it is not really worth using them, except perhaps for the experience (although Westerners will see little below the canopy.
If you use regular taxis insist that the driver uses the meter. If he refuses, walk and find another which will. It will likely be much cheaper than the fixed price the other driver quoted.
Need to book in advance?
Advisable, but you can usually get bus or train tickets for the next day. Even when the trains are supposedly fully booked, agents can often source you a ticket (for a premium). Trains and planes do, however, get fully booked some time in advance at busy holiday times, such as the days leading up to and after New Year’s Eve.
Almost universally by the people you are likely to deal with, and often fluently. Only local buses have destination information in Thai only.
Shop round agents, if you need to use them. Prices can vary considerably. Those attached to hotels charge a hefty premium.