Like most countries, Thailand prohibits the import of illegal drugs, firearms and ammunition (unless registered in advance with the Police Department) and pornographic media. 'A reasonable amount of clothing for personal use, toiletries and professional instruments' are allowed in duty-free, as are one still or one movie/video camera with five rolls of still film or three rolls of movie film or videotape. Up to 200 cigarettes can be brought into the country without paying duty, or for other smoking materials up to 250 grammes total. One litre of wine or spirits is allowed in duty-free.
Electronic goods like personal stereos; calculators and computers can be a problem if the customs officials have reason to believe you're bringing them in for resale. As long as you don't carry more than one of each, you should be OK. Occasionally, customs will require you to leave a hefty deposit for big-ticket items (e.g. a laptop computer or midi-component stereo) that is refunded when you leave the country with the item in question. If you make the mistake of saying you're just passing through and don't plan to use the item while in Thailand, they may ask you to leave it with the Customs Department until you depart the country.
Upon leaving Thailand, you must obtain an export licence for any antiques or objects of art you want to take with you. An antique is any 'archaic movable property whether produced by man or by nature, any part of ancient structure, human skeleton or animal carcass, which by its age or characteristic of production or historical evidence is useful in the field of art, history or archaeology'. An object of art is a 'thing produced by craftsmanship and appreciated as being valuable in the field of arts. Obviously these are very sweeping definitions, so if in doubt go to the Department of Fine Arts for inspection and licensing.
Application can be made by submitting two front-view photos of the object(s) (no more than five objects to a photo) and a photocopy of your passport, along with the object(s) in question, to one of three locations in Thailand: the National Museum in Bangkok, the Chiang Mai National Museum, or the Songkhla National Museum. You need to allow three to five days for the application and inspection process to be completed.
Thailand has special regulations for taking a Buddha or other deity image (or any part thereof) out of the country. These require not only a licence from the Fine Arts Department but a permit from the Ministry of Commerce as well. The one exception to this is the small Buddha images (phra phim) that are worn on a chain around the neck; these may be exported without a licence as long as the reported purpose is religious.