Good manners are important in Thai society, but politeness isn’t always demonstrated in the same way as it is in many other countries. Although there is a Thai word for ‘please’ (karuna) it isn’t used in the same way as it would be in the West and you needn’t worry about using it.
Similarly, a smile is used in many circumstances instead of saying ‘thank you’ (khop khun). As a foreign visitor you won’t be expected to know all the intricacies of the Thai social system and saying ‘thank you’ in English accompanied by a smile is universally understood throughout Thailand.
If you want to use the Thai words for thank you then you should add an extra word depending on whether you are male or female. A woman should say khop khun kha and a man should say khop khun khap (to be extra polite khap becomes khrap, but in everyday speech the latter isn’t used as much). It might seem confusing at first because there is no English equivalent for the words khap and kha. In effect they are similar to using intonation in English and convey feelings rather than meaning. They should also be used when saying hello or goodbye in Thai, which then becomes sawatdee khap (spoken by a man) or sawatdee kha (used by women).
If you listen to Thai people speak you may hear kha or khap used throughout the conversation as they are also used at the end of sentences when extra politeness is required.
If in doubt, smile. It might seem a glib comment, but the smile is used in so many social situations and will garner goodwill. Even if you are hot and bothered try to smile whenever you interact with Thai people. It doesn’t mean you have to walk around with a permanent grin on your face, but smiling is non-confrontational and can make a lot of difference in the way you are treated in Thailand.
A quietly spoken and calm manner is also appreciated by Thai people. All the guide books will tell you not to shout or lose your temper and it is seen as impolite if you do so. Always try to be jai yen. Getting involved in a heated conversation, shouting or being too forceful will only result in the opposite effect you want to achieve.