Make sure you visit Maya Bay, in Thailand's Phi Phi island chain near Phuke. It's the beach that you see in the Leonardo Dicaprio movie 'The Beach'. I had a uni mate who went, they said you literally have to enter a hole on the side of a mountain which is submerged underwater (unless you get to it early in the day) to get to the beach.
+1 for the fact that maya bay is crap. Boat fumes, rubbish and they charge to walk on the beach. There are much nicer beaches in thailand than Maya bay. Just next to Phi Phi is a small beach that you need to walk to through a bit of jungle. It has white sand and IMO is much better than Maya
You do not enter through a hole at all, the opening in the cliff is huge. Think ive got pictures somewhere. Monkey island is much more fun, we didnt get off because were advised not too but the monkeys swam to our boat and stole bread!
Dont do the trips to maya, you will get bundled doing the same boring stuff with 25 people. 4 of us hired a guy with a small boat for 2 hours costing 800bht. We gave him 1000 (£17 at the time) so about £4.50 each. Took us to maya, monkey and 2 other islands. Snorkels and masks were included and took us to parts the bigger boats could not go. The sea is an amazing emerald green colour around maya. The boat wasnt the best but great fun and quite fast
He took us quite far out to sea and it was really rough, at one point the driver looked scared himself as the front end of the boat almost pointed to the sky then went crashing down going half under water! NOT a good after a 1/2 moon party and a coke and chocolate bar for breakfast!!
To OP. The best thing I bought when travelling was in Thailand. A 5 litre Ocean Pack fully waterproof bag (I think mine is a differnent make but they are all similar - will check tonight) I kept passport, docs and valuables in it when moving around and took it on trips everywhere. You can roll them up and throw them in the sea and they float. In Fiji the locals who did summit walks, fishing etc thought it was the best bag ever and offered me $10 for it! It cost me about 300bht (£5 at the time)