At least 3 years ago it wasn´t recommended to ship to Bangkok seaport. Don´t know, if it´s still the same. (But someone here at the HUBB was shipping a bike there right about now, so hopefully there will be fresh info soon).
Clearing was easy at Suvarnabhumi airport in Jan -08. Many people report the same.
By sea to Port Klang (Malaysia, near Kuala Lumpur) also seems to be used by many, so does KLIA, the international airport of KL. But Malaysia is officially a carnet-country, so when sending in as freight, it´s possible you´ll need that document.
For a mid-size bike in a crate, I´d expect to pay something like 1000-1500 euros from Europe by air to BKK or KL, and roughly half that, if sending by sea. But beware the costs at the receiving end, especially in that latter option. They may not get mentioned at all, until you go collect the shipment!
But more accurate prices you´ll have to ask the freight companies & agents... there are many airlines flying that way, so taking your time to contact them, and getting many quotes to compare, might save you a few hundred.