I live in Melbourne Australia. I tried to buy e-tickets direct with Thai Airways to Phuket (we don't have direct flights to Phuket anymore so have to go via BKK) but their on line prices were through the roof. So
I contacted an Australian Asia specialist travel agent (San Michele) where I was able to get flight and one weeks accommodation at what I believed to a good price... leaving us with another week to make our own arrangements. I booked on line with Asiarooms.com at the Kata Beach Resort at an excellent price. After confirmation and payment I printed the vouchers off. I have friends that regularly book through Asiarooms and swear by them. However, I have read of others having problems when after trying to book and their hotel is not available and monies have been debited from the credit card... this took a while to resolve.
I've also booked online with Air New Zealand to the Cook Islands and booked at 3 different hotels via email and no problems, in 2 of the 'hotels' we have had to pay 2 nights upfront deposit (I faxed my credit card details) the third hotel/resort we were required to pay in full 30 days in advance of arrival... much the same as a travel agent. We saved thousands of $ doing it this way.
We always take out travel insurance after booking. Hope this helps.
Cheers Gerry

Thailand is a very easy company to travel independently. Do a search for cheap flights and then look for accommodation. Sawadee.com and precisionreservations.com are both reliable and have yet to hear any complaints about either.