I think I've read that Thai citizenship law is biased in favour of women... interesting for a country that generally puts women at a disadvantage.
I believe Thai law specifically states that Thai women who marry a foreigner and emigrate (and obtain a foreign nationality) are always able to return to Thailand and "regain" their citizenship, though as many will tell you, in practice, most Thai women maintain two passports, and the Thai authorities seem relaxed about this. I don't believe this option is available to Thai men, which may become an incentive for the relatively large ladyboy population - no idea?!
I'd say ChalkyDee should weigh up the advantages and disadvantages of a sex change operation, as well as applying for Thai citizenship - that way, he can maintain effective dual nationality.
In for a penny...