I stayed on Koh Samui, for about four quid (well this was about 8 years ago!) you can get on a speed boat across to Koh Pang An, you get a little wrist band which you then produce when the boat rocks back up at about 5am or 6am - mind you you have to wade out to your chest in water to get back on the boat
I remember drinking mini buckets of some fire water mixed with sprite through straws and spending about two hours laying on my back on the beach watching the world go by...truly tremendous event.
If you want a sneaky cool relatively unheard of place to totally relax kick back afterwards and you got the motivation to get across Thaliand, I recommend Hat Railey, its fantastic and have been there twice now.