If you’re coming into Thailand, you can bring in personal effects (clothing, cosmetics, jewellery, cameras, etc) without paying any duty on them. Other items that can be brought in free of duty include 250 gm of tobacco (whether loose or in the form of cigars or cigarettes), 1 litre of wine or spirits, and items for professional use (which is usually applicable to business travellers).
You’re not allowed to bring any pornographic material or narcotics into the country, and if you want to get firearms in, you need to get a permit from the Police Department. It’s also forbidden to bring certain plants into Thailand (if you want to know which, contact the Agricultural Regulatory Division); similarly, you need a permit (available at the airport) to bring livestock into the country.
While leaving Thailand, you’re not allowed to take out any images of the Buddha or the Boddhisattva- or even pieces of these, unless you’re a Buddhist and you’ll use them for worship; or they’re for study, or cultural exchange. If you want to take an image out of Thailand for any of these purposes, you’ll need to get a license from the Department of Fine Arts.