I studied Thai pretty intensively for about six months...and that was like three years ago. I dropped Thai as my plan to find a job in Thailand didn't work out and I forgot most of what I learned...hell, I'm even confused with the script now. Anyways, here are some that I used.
Pimsleur Thai: just OK, not too exciting, and actually as boring as any other Pimsleur. But maybe it's a good idea to work through it, since Thai is a tonal language and tones do matter a great deal.
FSI Thai: again, just OK, not too exciting and as boring as any other FSI. But do check out the Thai pronunciation book. FSI has a systematic introduction to the Thai phonetics and it's worth going through it. I finished both FSI Thai books, which come only in Romanized forms...but there's a website which has all the Thai transcribed into proper Thai script. I could have used them if they were available back then.
Teach Yourself Thai: Just OK. The recording's not bad, but my big gripe with this book is the weird Romanization scheme. The author tried to give a "phonetic" transcrption based on American English. It does teach Thai script fairly well, and since the script part is scattered over units, you might want to finish the script sections before tacking the main text.
Thai for Beginners: I think this book is a nice combination of conversations and sentence pattern drills. The recording quality is less than studio-level, but certainly OK enough to work with. Just like TY Thai, the script is taught over the whole book, so you might want to work on the script before you tackle the main texts. The good thing about this is that it has follow-up books, Intermediate and Advanced levels. The Beginner book has Roman transcription alongside the Thai script, and the next two books have only Thai.
My main texts back then were FSI and Thai for Beginners. I learned Thai first without the script using the FSI, and after finishing it, I tried to learn the script with Teach Yourself, but the weird romanization put me off. I turned to Thai for Beginners and completed this book, but stopped in the middle of the intermediate text as I lost motivation to go further. After three years, it's all gone...