You might want to try Chawla Travel (http://www.chawlatravel.com/) in Bangkok, you can eg. book over the net and have the tickets sent to your hotel. Never used them myself, but they advertise so much that they can't be too bad.
Large travel agencies also often have desks at major hotels: the prices through these can be surprisingly reasonable, they're fast and they won't try to cheat you. Hopefully.
Many BKK travel agencies (esp. anything near Khao San Rd) are notoriously dodgy, don't pay a cent until you have a ticket in hand and have called the airline to make sure they think it's a ticket too...