Traveling by train or bus is Thailand is affordable and brings you anywhere you like. If you have the luxury of time I recommend to travel slow, you will be generously rewarded by the view when traveling daytime and by making new friends.
There are trains from Bangkoks’ Hua Lamphong Railway Station to most of the cities around the country. You can reach the station by MRT. If you are not sure if there is a train to your destination just go to there and ask around until you find the right ticket counter. You may buy a ticket right there for your desired travel date. Try to book a couple of days ahead and avoid traveling on or around Thai National Holidays to get the best fare. Depending on the train you may choose the travel class that meets your budget. Not all trains have the same configuration, some offer only second class whereas others offer three classes. I had no idea what I would get for my money so I walked through all waiting trains and inspected the carriages. I finally decided for a first class trip from Bangkok to Chiang Mai which costs ฿1900 /€48.66.
By the way,visiting the busy station is a nice experience by itself, even if you do not need a train ticket at all.
The cabin has a bed and a sink and reminded me of the second class train carriages we had in Germany back in the 1970s. The mattress was alright but i recommend a sleeping pill or two because of the bad tracks and noises. There are power sockets in the cabin but they did not work at all. No gadgets charging for me. At the end of the carriage there is a shower and toilet. Unfortunately you can not lock your cabin from outside means if you travel alone your trip to the toilet has to be a quick one. Bring your own food as the one’s available on the train is expensive and not really delicious. Depending on the train it, will stop several times until your destination and travel time to Chiang Mai would roughly be 10 hours. By traveling one of the other classes you will not be alone as you will share the compartments with others. Usually everyone gathers in the restaurant until closing time at 11pm. It is quite fun and you can meet a lot of new friends and get some first hand travel advise. Anyhow, watch your staff, evil people are always around.
From Chiang Mais’ Railway Station, there is a direct train to Bangkok, if you would like to travel to other destinations you will have to change trains in between.
In Thailand there literally are buses from and to anywhere. First, find the right bus station, there might be more then one in your departing/arriving city. In Bangkok, there are two main bus terminals: Ekamai Eastern Bus Terminal and Chatuchak Northern Bus Terminal. There are no official websites so I only can refer to the location on google maps. Ekamai can be reached by BTS (Ekamai) and Chatuchak by BTS (Mo Chit) and then hop on a taxi, walking there is not an option. Alternatively you may hop on the public bus 136 or 138. In Chiang Mai, there is only one bus terminal, called Arcade. Please read here how to get there. At each bus terminal there are several companies, private and state owned, serving the same route but with different level of comfort. As for the train, choose your travel class and try to book in advance and avoid traveling during National Holidays.
My favorite company to travel up and down Bangkok – Chiang Mai is NakhonchaiAir (NCA). A first class ticket costs ฿ 840 /€ 22.50. You will get a nice big seat and your personal TV screen. Whereas other companies will offer a pit stop and a warm meal half way NCA will not stop. All buses do have a bathroom on board.
Above: NakhonchaiAir First Class