generally speaking, Thailand gives you the best bang for your buck of the three countries you listed. Not just in room rates for starwood hotels, but for just about everything.

If room rates is a reasonable base of comparison, for a decent posh 5 star hotel you will need to fork out at least USD 250 in Singapore.
For Malaysia this would drop to about USD 200 and in Bangkok hotels like St Regis could be had for around THB 5,500 per night which is around USD 180.