That said, it's not all bad, and thousands upon thousands of people attend every month suffering no more than a headache the next day. To try to minimise the dangers, try to stay in control, Drugs are illegal in Thailand, the penalties are severe and don't bank on the assumption you'll be able to buy your way out of the police station. Use your guesthouse's safe to store your valuables and basically don't head out with anything you can't afford to lose.