THAI TOURIST VISA
Many visitors to Thailand require a tourist visa, which can be obtained at a Thai embassy/consulate in your home country or other locations including several within the SE Asia region. Usually a single entry visa is granted, but double and triple-entry visas are available at a few select offices. Tourist visa holders get either 60 or 30 days entry depending on their nationality. Each entry can be extended 30 days for 1900 baht at Thai immigration bureaus.
Tourist visas are currently being offered "free of charge" by Thai consulates around the world until at least 31-March 2011. Some fees may still apply however.
42 specified nationalities can enter Thailand visa-exempt (not an actual visa) free of charge, limited to 30 days per entry by air or 15 days per entry by land, and can be extended 7 days for 1900 baht (or just leave Thailand and come back for another). The following nationalities qualify for tourist visa exemption:
Australia, Austria, Belgium, Brazil, Bahrain, Brunei, Canada, Denmark, Finland, France, Germany, Greece, Hong Kong, Iceland, Indonesia, Ireland, Israel, Italy, Japan, Kuwait, Luxembourg, Malaysia, Monaco, Netherlands, New Zealand, Norway, Oman, Peru, Philippines, Portugal, Qatar, Singapore, Spain, South Africa, South Korea, Sweden, Switzerland,Turkey, United Arab Emirates, United Kingdom, United States, Vietnam
VISA ON ARRIVAL
23 specified nationalities can enter Thailand with a tourist visa-on-arrival (VOA) for a 15-day period. This should not be confused with visa-exemption. VOA is only granted at specified airports and land border checkpoints. The following nationalities qualify for tourist VOA:
Bhutan, China, Cyprus, Czech, Estonia, Ethiopia, Hungary, India, Kazakhstan, Latvia, Liechtenstein, Lithuania, Maldives, Mauritius, Oman, Poland, Russia, Saudi Arabia, Slovakia, Slovenia, Taiwan, Ukraine, Uzbekistan
Passport holders from countries not listed above must get a Thai tourist visa in advance.
Visitors are generally expected to have return/onward flight tickets out of Thailand, and this is often enforced by airline staff as a prerequisite to initial boarding, and even by some Thai consulates as a prerequisite to issuing tourist visas. Travellers flying in on the visa-exemption scheme (30 days arrival by air) are "required" to show a flight back out of Thailand within 30 days when they check-in. This is increasingly being enforced, especially flying out of stricter 1st-world countries. It's possible to satisfy this requirement by purchasing/showing a relatively cheap regional flight out of Thailand (Air Asia to Kuala Lumpur or Phnom Penh, for example). The other solution is to just get a proper Thai visa in advance. Many people still get in on 1-way tickets but it's getting harder.
Note: At present Thai Immigration officials don't usually check for onward tickets - it's mainly an airline requirement.
Ministry of Foreign Affairs website
Partial list of Thai embassies and consulates