In Thailand, shoes are removed before entering any establishment, including bars and stores.
Bad Mouthing Authority and Religion
If you have a strong opinion on something having to do with the king or Buddha, it's best to keep your mouth shut. The Thai's have a strong view of their king, and talking down about him or any authority will land you in a very hot seat with the locals.
While in big, tourist filled cities, this is okay to a point, you should avoid revealing too much flesh, as this is generally frowned upon.
Public displays of affection
Kissing in public is a big no-no, and you won't see Thais holding hands, either. While most are used to seeing Westerners holding hands, they still don't like to watch you kiss.