PRW - I've taken both MTBs and road bikes to Thailand without any major problems although some twat managed to put a dink in the frame of my MTB but to be fair it was inside a soft bag not a hard box. we flew first time with Etihad (Abu Dhabi state airline), and 2nd time with Jet Airways (Indian airline) - both trips had internal connections via Thai Air (there are alternative internal carriers to Phuket I think)
as long as you use a hard box I don't think you'll have problems with any of the main carriers to and from Thailand or internally. when you arrive at Bangkok, your bike will need to clear customs and you'll then have to take it the length of the terminal to check it in for the internal flight (just one big terminal - or at least was a couple of years ago).
check out the costs of bike box transport with each carrier as it can vary enormously which may bias which airline you fly with when you tot up the charges. provided you travel on the same airline out and back - which usually involves a plane change en route - you pay one price. avoid different airlines at changeover as that means double the charge for the bike. and you'll probably need to pay a bike charge for the internal flight - again check the websites.
alternatively, look at Thai Air, BA and Qantas who do a non-stop to Bangkok - but that usually comes at a premium price.
Edited: 03/01/2013 at 14:09