I will third the private tour suggestion for Burma. However, if you are die-hard independents AND experienced developing-country travelers, you could do it quasi-independently by getting an agent to set up your internal intercity transportation (likely flights), and then contacting hotels and guesthouses for your own reservations. But it will take a lot of homework, and time in advance of your departure. If you go this route, I would still get a local guide w/transport for each location, as it adds so much value to the trip. And Burma's not the easiest place to figure out "the system" of getting what you need and getting things accomplished. And when things go wrong (likely if you head off one of the Main Four tourist places), a guide can be a godsend to find workarounds. If you do not have a lot of independent travel experience in the third world, if you are the anxious type, or if your schedule is very inflexible, go the private tour route.

Exotissimo, Diethelm, etc. are expensive. Journeys International (based in Ann Arbor, MI but have their own set up in Burma) is very experienced in this country and upper-mid range of pricing--I have nothing but praise for them and their guides, and they set up some pretty off-track Burma locations for me in the past. If you are on more of a budget, try Columbus Travels or Santa Maria Travels in Yangon directly. The latter are willing to work with thrifty travelers that have simpler expectations--just be very clear in your communications of what you must have and what you are flexible about.

Thailand is easily done independently, it has modern infrastructure and an extremely well-oiled tourism industry. If you feel the need for a guide for a specific place, best arranged locally.