If you scuba dive, you can book multi-day dive trips out of Phuket where you stay a night or two on the Phi Phi Island. That was one of my favorite dive spots (although I haven't been there since the last tsunami, so things might have changed).

As others have said massages are super cheap and good for the most part. We did go to a couple places that were dirty and gross. Bangkok has some cool areas. The markets are cool, but if you go at night be prepared for some sketchy stuff.