I thought LP's 'Southeast Asia on a Shoestring' was pretty good.
I'm not a big fan of the Let's Go guides personally.
Some of the Rough Guides are really good, but it does seem rather to depend on the writer/destination. I find the LP guides more consistent.
I think both of those books are equally good.
But, I think Lonely Planet is the more popular one.
If there is a Lets Go book, for those countries, that is also a good one.
Like Magykal, I recommend the South East Asia on a Shoestring, by lonely planet book. I have it too. It covers all the countries on your list, and it is pretty good.
[ Edit: Edited on Feb 8, 2007, at 11:42 PM by Mel. ]
I've been travelling SE Asia for the last 5 months with the Rough Guide to South East Asia. It has a useful travel summary at the end of each country, it is clearly laid out, and it is as accurate as a book published a year ago can be... occassionally I'll borrow someone's LP for a bit of a change of opinion, but they are largely similar in terms of content. The Thailand, Vietnam and Cambodia sections are all very good. The only one I wasn't keen on was the Malaysia section...sometimes I had problems extracting the info I needed...
The thing is with Rough Guides is that they don't generally spell out everything and spoon feed you every last dreg of info you might possibly need. If you want this...I'd advise to go for an LP. Personally, I quite like doing my own bit of research rather than just following the word, so RG is fine for me...