Thailand is an easy country to hitch-hike in and a great way to experience the non-touristy side of the country. While train is generally quite cheap, compared to other modes of (tourist) transport this can be a good way of travelling on a shoe-string. Sometimes you won't even have to out up you thumb, locals seeing some Westerners walking in the scorching sun the Buddhist attitude will often have them stopping and trying to help.

In general, you should avoid large highways though where it is hard for people to stop. Also, it seems two people (even guys) are more likely to be picked up than one.

Note, it is not unusual for people to invite you to ride on their (sometimes dirty) pickup's load area and you will see many Thais doing the same. If this is an issue for you, it's better not to hitch-hike in Thailand.