well it all depends on how much time you have, but my guess is you'll want to fly part of the route.

the boat from phnom peng to siem reap is interesting. (take heavy duty sun tan lotion) and obviously angor wat is wonderful. But as tales of asia makes clear the road route to bangkok is long, then again the cost is cheap. (the siem reap-bangkok airfare aint cheap)

Once you're in bangkok, however, there are cheap flight alternatives to phuket,krabi and maybe some to penang. The waters in these areas are gorgeous, and I'd much prefer to spend my time in them then sitting on some dumb train.