Hey Josh - The quickest way would definitely be to take a bus from Siem Reap to Phnom Penh and then hop a plane from Phnom Penh to Bangkok (quite cheap flights). However, if you choose to bus it, like you said you will have to take a bus to the border and change to a second one to Bangkok. It can be a bit dodgy, so take precautions at night. almost 8 years ago
There are direct flights from Siem Reap to BKK on certain days of the week. That is quickest.
The bus is an all day affair - 12 hours or so. Bus on the Cambodia side is slow progress on the track.
Allow at least an hour to get through the border - and watch your bags at the border!! There are a lot of people roaming round looking for opportunities to snatch from packs/bags.
Then it's another 5 hours by (nicer, air-con) coach from the border to BKK.
I wouldnt recommend the Phnom Penh route as you are still looking at 5 hours to Phnom Penh anyway.
There are no train options. almost 8 years ago