Thailand is the best place to start especially if it's your first time to Southeast Asia and its capitol has the best offerings. Bangkok, city of angels, is a dream destination for backpackers, tai-tais (rich housewives), sex tourists and photographers. It's blessed with a great variety of subject matters that cater for many styles of photography. In fact, most foreign photographers that shoot regionally in Asian pick Bangkok as their base (Hong Kong being the next favorite choice). Refer here for a list of professional foreign photographers based in Bangkok.

here's some random suggestions

1. "Must-visit" places include the Grand Palace, Wat Po (Sleeping Buddha Temple), Wat Arun, Chinatown, River cruise. These are all close to one another so you can do them in a day. Re-visit again for better pictures.
2. There are many floating markets, many of them are tourist traps, filled with nasty touts who demand money for permission to photograph. Don't ever pay them, please.
Look for Damnern Saduak Floating Market - the original but still rather touristy spot.
3. Opportunities for night photography (after sunset) are everywhere. We recommend Chinatown (try the bird nest desserts while you are there)
4. Visit the famous Chatuchak market which is only open during weekends. Good place for street photography but you would probably end up shopping (really)
5. The Hualomphong railway station is very photogenic. Great place for people and street photography.