I have to dissent about the trains. Yes they are slow - but clean (well except for the toilets - which get a bit grungy- read wet). I find them a nice experience if you have the time. Gives you a chance to see the country or sleep (overnight) and to walk around - also I have met some interesting English speaking Thais (just a matter of luck).

I don't understand the comment about the bugs -the second class trains I have taken overnight - fan or air con. - do NOT have windows that you can open.

My last trip was first class overnight from bangkok to chaing mai - it cost around $30 - saved me a hotel and the toilet was noticeable nicer than second class.