You're gonna have an amazing time!
How long are you going for? If you're touring SE Asia, you shouldn't skip Laos. That's my number one tip for you.
As for other tips... Cambodia is only worth seeing for Angkor Wat. You definitely have to view the temple at sunrise. It's beautiful and you can see the reflection of the ruins in the pond. Also, I found that there were more beggars in Cambodia and they are really aggressive. The merchants are really aggressive as well. And there is a lot of corruption in Cambodia as well, so beware. I flew in to Cambodia, but a couple of people that I met took the bus into Cambodia and they had to pay an extra "fee" at the border to get in. It's not too common but it does happen. And lastly, in Siem Reap if someone offers to take you to see the floating market, DO NOT GO!!! It's nothing like other floating markets and definitely underwhelming. And it's $15 US which is a fortune in Cambodia and not worth it.
I know I am writing a lot of bad things about Cambodia, but it's not as bad as I am making it seem. You're gonna have a good time regardless.
As for Thailand, my favourite places are:
Beautiful city in the north. Great trekking, has a tiger temple, an amazing elephant show
Awesome beaches, viewpoints, and rock climbing
Koh Phi Phi
Great cafes, beaches, you can go to see Maya beach where the movie the Beach was filmed, and awesome viewpoints.
Beautiful. If you go, go stay at Smileys. Great hospitality there. There is a lake trip that you can go on to explore caves, trek and you sleep in a cabin floating on a lake.
If you have any Qs, I'd be more than happy to answer!