Together with two friends of mine we'll be traveling southeast asia from mid june till the beginning of august.
We'll travel in a circle : Thailand - Laos - Vietnam - Cambodia - Thailand. Which is the best way to obtain a visa for these countries?
Is there any kind of multiple countries visa or anything?
Visas depend on what passport you will travel with, how long you will be in their countries and sometimes there may be a requirement of confirmed flight out of their country.
Do a search for the various embassies located in your country. On the embassy website there usually is a section for visa requirements. You may be close enough to visit one of the embassies or consulates in person.
You do need a passport with a minimum of 6 months remaining from when you fly home
Normally, if you hold a western passport, Vietnam is the only country that's somewhat complicated. I hold a US passport, and do not need any visa for short trips to Thailand, can buy a visa at the airport in both Laos and Cambodia, and for Vietnam I have the choice of a VOA pre-approval or hard copy (embassy) visa. I always use the VOA where I buy my pre-approval letter from any one of hundreds of agencies/hotels in Vietnam, print out the letter once it's emailed back to me, then show this to my airline, and actually buy my visa sticker at the airport in country. The VOA cannot be used for land borders - it's air arrival only.
I buy my approval letters from Visa4vietnam.com