Air travel is best suited for longer journeys. The regional flights are safe, cost effective and convenient. Northern destinations like Chiang Mai and Chiang Rai and southern beach destinations like Phuket, Krabi, and KohSamui can reached by short flights from Bangkok that take about an hour. Road journeys though are quite interesting and adventurous.
SIM enabled mobile phones can be easily connected to local telecom service providers. All you would need is to purchase a local SIM card which would need photocopies of your passport photo and visa pages, and a passport size photo. A large number of western service providers have started offering international roaming to Thailand. For more details, check with your service provider.