Well I'd say from Malaysia the roads are pretty good
But if you mean from Europe, then it's either thru Burma (ain't gonna happen at this time, may change one day, but let's just say I wouldn't hold my breath!) or thru China, which would cost you a small fortune. Or actually the latest news is that inter-provincial travel in China is now impossible, so for the moment that option does not look good either.
Those are the reasons, why most people head to India or Nepal, and then ship their vehicles to Thailand or Malaysia.