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Thailand has an excellent and reasonably priced railway system and tickets can be bought pretty much at any station in the country for travel along that line. You need to book well ahead for first class travel and for other classes during peak travel times like Chinese New Year and the Thai New Year. Most of the time however you can simply book in person a few days in advance.
Most Bangkok travel agents and hotels will book your ticket for a premium or you can simply dive in to the chaos of Bangkok's Hualumphong Station and buy a ticket yourself.
Second class travel is recommended - you get a good night's sleep in a fold-down bunk in a fan cooled carriage and the ticket prices are affordable. Third class is ok for short trips but can be murderously uncomfortable on long crowded journey - you get a hard wooden seat with no fan cooling. Tickets are cheap in third class so the carriages can be quite crowded. Best used for short day trips.
First class seats on overnight services are difficult to obtain unless you book well in advance. For a higher price you enjoy air-conditioning and much more privacy.
There are five main railway lines - The Northern Line from Bangkok to Chiang Mai, The Southern Line to the Malaysian border in the south, the North-Eastern Lines to Nong Khai on the Lao border and Ubon Ratchathani. There is also an Eastern Line passing through Pattaya to Sattahip.
There are also several smaller lines.
You can choose from express services with minimal stops or cheaper services that stop at every one horse town along the route. Accidents are rare but occasional breakdowns can be expected. Some problems have been experienced recently in the far south where insurgents have attacked the occasional train.
Breakdowns are not uncommon on Thailand's aging trains. For some reason every time I have traveled the Southern Line the train spends hours stranded at Prachuap Khirikhan - always for some obscure repairs in the middle of a sweltering night.
I have traveled each of these lines from end to end and highly recommend train travel as the safest and most affordable way of exploring Thailand. You will meet interesting and friendly people in second and third class and experience a fantastic journey that takes you from the appalling poverty of trackside slums in Bangkok through the jungles and rice fields of rural Thailand.
You need to be a little security conscious as the occasional theft of drugging of passengers occurs. Having said this I have never had a single problem in either second or third class train trips all over the country.