Bangkok

From Visawiki - the Collaborative Guide to Visas

Bangkok, Thailand's capital and biggest city, is a transport and visa hub for South East Asia. You can find many low budget flights and a lot of embassies and consulates here.

Some tips:

• The Chinese embassy gives out visas.
• It's worth to not get the visa for Cambodia at the (often corrupt) border.
• For Myanmar you might be better off at the border.