Thailand - easy. Get the visa on arrival. No problem.
Cambodia - I highly recommend getting your visa beforehand. Yes, you can get it at the border, but the border agents will try to charge you more for it. It's a scam that everybody is aware of, but the agents do it anyway. Happened to me. Turned out to be a funny story, but the lesson was get the e-visa beforehand.
The short story is the visa costs US $20 at the border, and e-visa is US $20 + a $5 processing charge, so $25. At the border, they'll make up all sorts of stories to try and force you to pay more. The one I got was that they only accept "Thai Baht" at the border where I was crossing. Not true. Pay the $5 extra online and avoid the hassle. If you're looking for a 'traveling story' get your visa at the border.
This is the official Cambodian E-Visa website - http://www.mfaic.gov.kh/evisa/
I used this website. It takes 3 working days or less (mine took 1 day) and should cost $25. Have to upload a passport-sized photo and actually print out the paper with the visa and digital photo on it. The receipt for payment does not work (as I sadly learned after literally sprinting back and forth across the Thai-Cambodia border).
Vietnam- you MUST get the visa beforehand. I used this site: http://www.myvietnamvisa.com
It's legit. Follow the instructions. Vietnam is funny about their visas. Organized enough that you have to get it beforehand, but disorganized at the airport. Follow the instructions, print out everything you can, and bring passport photos for them. It'll work, but be prepared to wait in a disorganized huddle at the airport to get your passport back with the visa on it.
Best recommendation - keep a humorous attitude about all the things you have to do. Smile, laugh, enjoy the ridiculousness, and whatever you do, don't get frustrated at all the hoops you have to jump through. It's part of the fun of traveling to developing (and undeveloped) countries. Be nice to everybody who helps you, because nobody likes dealing with unhappy people. This is how I was eventually able to get into Cambodia.
Hope this helps a little,
Kuno
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