Southeast Asia forum

Hey everyone,
I'm planning to head out to South-East Asia from Japan in a week or so.
Me and two friends will be flying to Singapore, then plan to take the train for most of our travel before flying back to Singapore from Penang then on back to Japan. Our trip will last around 3 weeks.
Our main stop-offs will be at Kuala Lumpur, Penang, Bangkok - with perhaps a visit to Phuket or Koh Samui before Bangkok but we are as yet undecided.

I just want to know what to expect as we're going into this quite blindly (be that stupid or not). We're kind of a party crowd and will be doing a few nights of partying in each place.

Main concern is accommodation. We won't really be booking in advance and wondered if that is a wise idea. Will it be easy enough to find places to stay once we arrive in each place? Are some places harder than others to find accommodation as you arrive? We're on a budget and would preferably like to stay in cheaper places - perhaps hostels or low-budget (but generally safe) hotels. If anyone could recommend certain places that they have been to, that would be really great!

And how much would we be expected to spend per day in each place. Most days food and some sight-seeing will be our main priorities but as I've said before, we're kind of a party crowd. How much is a night out in each city? And are there places to go that you've enjoyed that our relatively inexpensive? Also if there are places we should definitely avoid, by all means let me know.

Sorry for the plethora of questions but with this last minute decision to go and travel, we haven't really been all that practical in our arrangements. Adventurous but maybe stupid?

Thanks for any questions you can help us with. ^^