If you're from the U.S., you don't need a visa if you are coming as a tourist and planning on staying fewer than 30 days. This is also true for most tourists from Western Europe, Australia, New Zealand, Japan and South Korea. For a complete list, see http://www.mfa.go.th/web/2482.php?id=2490. Be sure you can produce a return ticket or itinerary printout showing that you have a way out of the country. Although Thai immigration does not always ask for this, often times they do. And if they are not convinced you have a way to leave Thailand within 30 days, your admission could be refused.