Generally to visit Thailand Air is the best. Main airport, Bangkok airport (BKK). On arrival, as usual proceed immigration first. Thai visa can be obtained for one moth on arrival. 
But better to have the visa from the local Thai embassy before you proceed to avoid any unwanted embarrassment, because of recent security law.
Normal visa terms is for 30 days , but for longer period also available with application.
For visa forms and other information, requirements, you may Click here, than from drop down menu select your country of origin. If you are planning to stay in Thailand or even the region for a longer period, or planning to visit other near by countries overland, it is advisable to contact your local consulate beforehand.