No. Some people do, but many budget places insist that you use their padlock as they'll have a spare key and won't need to kick the door down when you lose your key. Regardless of whose padlock you are using, losing a key can result in expensive fines -- up to 1,000 baht.
We'd say if you really don't feel you can trust the place enough to use the locks they supply, you should probably reconsider where you are staying. Plus, if you're using your own padlock, the cleaners won't be able to clean your room.
Once inside, do consider some type of cable to lock your bags to something too big to fit through the door or window -- the bed frame is a good first choice. PacSafe has a range of very good security devices for locking down and securing your gear.
Lastly, we'd advise against stashing valuables like cash and passports in your room anyway -- unless there is a safe for the purpose. If there is no safe in the room, then enquire at the front desk about them looking after your valuables -- they should have a safe of some sort.
Please find below some of the more frequently asked questions (FAQ) people have about travelling to Thailand. We've tried to answer all the most frequently asked questions, but if you have another query about Thailand, please try our Travelfish messageboard.
Is it possible to rent rooms or dormitories for long periods of time?
Rooms: is a fan room ok, or should I budget for air-con?
What should I do if a bag is stolen from my room or dormitory while travelling in Thailand?
What standard of acommodation can I expect for US$5?
Why are there so few dormitories in Thailand?
Can I drink the tap water in Thailand?
How can I avoid MSG in Thailand?
How do I avoid peanuts in Thailand?
I have a food allergy - will I cope?
Is there good vegetarian food in Thailand?
Is western food available in Thailand?
Are the ferries in Thailand safe?
Are the trains in Thailand safe?
Do they trains run on time?
Is it easy to hitch-hike in Thailand?
Is it easy to rent a car or motorcycle in Thailand?
Should I get a tourist minibus in Thailand?
What is Bangkok's bus system like?
Which is the better way to travel around Thailand - train or bus?
Are credit cards accepted in Thailand?
Are there ATMs in Thailand?
How can I have money sent to me in Thailand?
How can I send money out of Thailand?
Should I bring travellers cheques, credit/debit cards or cash to Thailand?
Should I tip in Thailand?
Are leeches a problem in Thailand?
Are legal drugs cheap in Thailand?
Do I need a prescription in Thailand?
Do I need malarial medication in Thailand?
General food and water precautions in Thailand
General health advice for Thailand
HIV/AIDS in Thailand
Is cholera a problem?
Is heatstroke a problem in Thailand?
Is medical care cheap in Thailand?
Is medical care in Thailand good?
Is rabies a problem in Thailand?
Schistosomiasis in Thailand?
Traveller's medical kit for travel in Thailand
What about dengue fever in Thailand?
Will I get diarrhoea in Thailand?
Are there many internet cafes in Thailand?
Can I travel with a laptop in Thailand?
Is there ADSL internet access in Thailand?
What is mobile phone coverage like in Thailand?
What is the voltage in Thailand?