While I never felt insecure or threatened in Thailand, I did see a
roadblock on the shuttle ride from Patong to the boat. Farther south
on the mainland there has been criminally and politically motivated
violence including incidents attributed to armed local
separatist/extremist groups. "Although these groups focus primarily
on Thai government interests, U.S. citizen travelers should remain vigilant
with regard to their personal security, as some of the violence in
the area has been indiscriminate in nature," says our government.
Since January 2004, in Narathiwat, Pattani, Yala, and Songkhla
  provinces, arson attacks have been directed at schools and other buildings
  associated with the government. Bombs have been found in public
  areas and near local government offices, and there has been killings
  of police and other officials and theft of weapons and explosives. In
  March, a motorcycle bomb exploded near a group of beer bars frequented
  primarily by Malaysian tourists. Thai authorities may institute
  special security measures in affected areas, such as curfews, military
  patrols, or random searches of train passengers.  
In Phuket, an island south of the mainland and east of the Malay
  Peninsula, the biggest danger is AIDS.
To get up-to-date travel warnings, you should contact your travel
  agent or go to the U.S. State Department web site at http://
  travel.state.gov/travel_warnings.html