The most streamlined crossing into Laos is the Chong Mek to Vang Tao route, which is generally taken by bus. If you’re headed into Cambodia, avoid the inordinately congested crossing at Aranyaprathet. A far better option is the crossing between Hat Lek and Ko Kong; though you’ll want to obtain your travel visa on the Thai side of the border, as Cambodian officials have been known to charge extortionist rates. Crossings into Malaysia tend to be streamlined and uncomplicated.
Mae Sai is the northernmost city in Thailand and is therefore an excellent base from which to organize trips into neighboring Myanmar. Most travelers skip right past this city on their way across the border, but a short stopover to catch your breath and admire the nearby temples and landmarks before leaving Thailand comes highly recommended. If you’re looking for accommodations in Mae Sai, proceed directly to the King Kobra Hotel, where you’ll enjoy a clear view across the border.
When you do make the crossing, an entry permit good for 14 days can be purchased for a nominal sum in Tachileik. Don’t be distressed by the procedure insisted upon by authorities whereby you will be asked to surrender your passport during your stay, as instances of identity theft and other complications are rare. The regular visa enables you to travel up to 100 miles into the country, but any further incursions require special permission.