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Thailand is a wonderful hitchhiking country - but you have to be persistent. People are not familiar with the concept of hitchhiking and they always want to drop you off at a bus station.
In Thailand, 1st & second class buses often have air conditioning - way too cold and you have to watch B-class movies on the video screen. Hitching you don't have to freeze and you can get acquainted with locals and some foreigners too. They don't ask money for the rides but if a someone not so rich offers you a long ride, it would be polite to offer him a lunch if you can afford it.
However, 3rd class trains are really cheap (48 THB from Bangkok to Aranyaprathet, which is 6 km from the Cambodian border), and it might be inconvenient to get to a good hitching spot when you're leaving Bangkok. Local buses are often great value too - and exciting if you're packed in with animals, bags & anything that will fit.
There are lots of motorbikes in Thailand, who are happy to pick up hitchikers. Remember it can be difficult if you're wearing a backpack and always ask/signal/mime if they have a spare helmet.