Book all things yourself. It Will save you money.
Spicy Thai is a great place to stay in Chang Mai. Heaps of free help and Guest friendly! In Bangkok try Soi1guesthouse for a place that can give you all the info you need for free.
as mentioned above the over-night 2nd class sleeper bearth is the best way to go overland. but as also said if flying Airasia.com is very affordable more so if you book a week in advance.