I have purchased some really nice pieces from Gems Gallery in BKK. They also have shops in Phuket and Chaing Mai.
They will NOT negotiate on the price, but you do get authentation paperwork as well as a lifetime guaranty. For example, if a stone falls off of your necklace, you just let them know which one and they will ship you out a replacement.
As a matter of fact, I will be going to BKK to take a bracelet back to have it's clasp fixed in a week. What a good excuse for a mileage run!
You can call them and have their car pick you up at your hotel. I really liked the place. They will even take you on a little tour which shows the men who do the stones, goldwork, etc. Unfortunately no photos allowed.
The place is under tight security.
I have gotten many compliments on all of the pieces which I have purchased there, although never had them appraised in the US. But, I have shopped around and I know that I have gotten some great deals.

If you want the exact address and phone numbers, please let me know.

diana