Chiang Mai in December is cool season. The locals will be in jackets and coats. But for people used to temperate climates I think it is a welcome respite from tropical heat. It is in the mountains so it is pretty refreshing (from what I gather...my only visit was in September but I am headed back up there for a few days in early Dec this year). Even Bangkok cools off a good bit in December though as well...or at least that has been the case the last couple of years I have been there. So if I had to choose between Dec and Feb for Thailand I would probably go in December. By Feb things are starting to warm up again but still not too bad.
http://www.1stopchiangmai.com/about_...onthly_weather
If you really don't like the heat then SE Asia may not be the best idea (other than those beaches I guess :-). It is the tropics for the most part. Unless you are headed to the mountains which can get warm in the day time and very cool overnight.