I was in Bali and Singapore in October. I think Signapore is the most humid place I have ever been. And I've traveled all over SE Asia and lived in Florida. I don't remember feeling especially uncomfortable in Bali, but it is the tropics. It might help that there are mountains and the island is fairly small so you get more of a breeze. But it's also the case that I spent a good deal of time in the backseat of a car traveling with my guide to visit various sights. The sun is strong though.
Thailand in December can indeed be very pleasant in my experience.
It also helps to wear the right kind of clothes. There are lots of technical fabrics out there these days that do a good job wicking moisture and dry fast.