Hotel prices in Thailand are reasonable, and the quality is generally good. Bangkok is slightly more expensive than the provinces, and the height of the tourist season (the coolest parts of the year, around the winter in the northern hemisphere) will see fewer discounts.
If you are on a budget, then a room in a guesthouse (with private shower room, and a fan but no air-conditioning) should be around 400 baht per night ($13/£8/€10), and a room with air-conditioning will be around twice that.
For a luxurious stay, 3,000-6,00 baht ($100-$200/£60-£120/€75-€150) per night may only get you an unremarkable room in London, New York, or Venice but here in Thailand, it will offer you plenty of impressive five star options.
Hotel staff in Thailand are almost always eager to help, and so even if you have gone for a hotel without the luxuries, you should still get very friendly (if sometimes slightly slow) service.
To book ahead, Agoda is an excellent website. (You could also book accommodation when you book your flight, e.g. if you use Lastminute or Opodo but Agoda may have more options and better rates.) However, keep in mind that in Thailand (unlike in the West) the internet does not get you the best deals – for the best prices, walk in to a hotel you like the look of, smile, and greet the manager in Thai (and don’t forget to wai!). Still, if you have a long flight and heavy bags, booking ahead for at least your first night’s stay is recommended.