A very comfortable way to travel around Thailand is via the trains, although don’t expect to arrive on time. When I caught a very popular route, the southern line from Bangkok to Surat Thani, the train left on time, but due to engine problems arrived about 4 hours late.
To get to the South West islands of Koh Samui, Koh Phangan or Ko Tau, this is the place to go. It is an hours bus ride to the port of Ban Don Pier, where you can catch a ferry to any of the islands. You can get a combined Bus and Ferry ticket from about 550 baht (about $18).