In Thailand there are so many different accommodation options from the places that cost a few hundred Baht per night to places that cost a few thousand dollars per night and everything in between.
Generally unless you know where you want to stay or are arriving late at night or during a busy time like Songkran or the start of the Full Moon Party on Kih Phan Gan there is no need to book because there are plenty of accommodation options.
Dirt Cheap Budget
Sweety Guesthouse which near Khao San Rd is probably one of the cheaper places that I have stayed in Bangkok back in the early nineties it was possible to get a B40.00 room but these were pretty hard to come by and we ended up shelling out for the B60.00 room with a ceiling fan that gave me flash backs to being Dusted off in Vietnam and Asiab toilet with a cold shower. Not sure if things have changed much but I did hear that the room costs have increased to B140.00.
We often left our large packs there when traveling around Thailand, Vietnam or Cambodia in their left luggage facility.