Thailand's Hot Season
Expect hot dry weather from March / April thru June / July. Generally, temperatures will reach the high 30's C.. Rainfall is scarce, with some rare exceptions .. such as hailstorms in the North during Songkran.
Air quality in and around Bangkok deteriorates during the hot season. The Big Mango is not the best place to be during the hot season.
Thailand's Rainy Season
Some call this the "Hot & Wet" season. The period of time just before a rainstorm can be especially uncomfortable because of temperature & humidity along with the absence of cooling breezes.
Coastal areas and islands may be a bit more temperate, but escaping the heat is not absolute. A shady spot and cool drink is highly recommended. Thailand definitely offers some rainy season advantages
Thailand's Cool Season
"Cool" may be a bit of a misnomer to westerners. Temperatures dip into the 20's, but don't expect frost in the morning. The cool season may well remind you of a warm spring day or a cool summer day. Rainfall is rare .. but tourists are not.
This is Thailand's high season. Resorts in popular destinations fill quickly. Prices increase. Road traffic increases. While cool seasons tend to avoid some of the discomfort of the rainy season, even high season varies a bit.