We've taken all of them to and from BKK to Udan Thank: airplane, night bus, day train and night train.

Of them all I prefer the night train. First time it was OK, but lately we get shit accomodations--no private room and French toilets. I am told there is no way to get better accomodations on the night train to Udon because all of the good cars go to Chaing Mai. Don't know if this is true.

Night bus was interesting. I discovered Thai country music. It seems when played at a very high decible it keeps the driver awake. Can't argue with that.