By Plane

Thailand is a large country, and if sitting in a bus for 11 hours is not your idea of a fun time, you may well want to consider domestic flights. It's possible to fly pretty much anywhere in the country for less than 2000 baht. Note that various taxes and (often hefty) surcharges are invariably added to "advertised" prices.

Thai airlines
Air Asia (in Thailand mostly represented by their Thai subsidiary, Thai AirAsia) is a Malaysia-based airline, titled "World's best low-cost airline" in 2009, and offering discounted tickets if booked well in advance.
Bangkok Airways promotes itself as "Asia's Boutique Airline", and has a monopoly on flights to its own airports at Ko Samui (now shared with Thai Airways), Sukhothai and Trat. Quite an expensive and "posh" option; however, their Discovery Airpass with fixed per segment rates can be good value, especially if used to fly to Siem Reap (Cambodia) or Luang Prabang (Laos). Note that the Discovery Airpass can now only be purchased from abroad.

Nok Air took to the skies in 2004 sporting lurid paints scheme with a bird's beak painted on the nose. Owned mostly by Thai Airways, they compete with Air Asia on price and, with a fairly comprehensive domestic network, are a pretty good choice overall. They've run into some serious turbulence in 2008, cutting their flights by two thirds, but now seem to recover as the oil prices went down in 2009.
PB Air flies domestically to Lampang, Nan, Mae Hong Son, Roi Et, Sakon Nakhon, Nakhon Phanom, Buriram, Nakhon Si Thammarat, and also to Danang (Vietnam).

SGA Airline Now joint with Nok Air, is currently the only passenger carrier offering daily flights to/from Hua Hin Airport. New routes also between Chiang Mai-Pai, Chiang Mai-Mae Hong Son.
Thai Airways is the most reliable, frequent, and comfortable Thai airline, but usually more expensive than the alternatives (look for their promotions, though). Travel agents often sell only THAI Airways (and Bangkok Airways) tickets; you can also book on-line. Thai Airways is a member of Star Alliance; all domestic flights, except some promotional fares, give at least 500 Star Alliance miles, which may (partially) compensate the price difference.

A number of other airlines operating in Thai air space include discount SilkAir (division of Singapore Airlines) offering cheap(er)flights in the regionThailand is a large country, and if sitting in a bus for 11 hours is not your idea of a fun time, you may well want to consider domestic flights. It's possible to fly pretty much anywhere in the country for less than 2000 baht. Note that various taxes and (often hefty) surcharges are invariably added to "advertised" prices.