I go to all 3 quite often and was last in the region from 12/31/07 to 3/14/08, most of the that time in PP, in Cambodia. Sadly , like the rest of the region, things are costing a whole lot more. It also depends on the strength of the dollar since that is the defacto currency in all 3, especially Cambodia. I believe Thai Baht were trading at 34 per dollar and Cambodian Riel at 4000 per dollar on the street, and 3800 in banks. The dollar is still weak and I do not imagine prices have fluctuated all that much.
IF you change currency, in Cambodia, do it across from Central Market, but of course as anywhere you must only change small amounts and thoroughly count your bills because most will rob a Farang if they can (assuming you are not SE Asian looking of course).
Also, change each nation's currency into dollars before crossing borders. It is a real pain to change Baht outside of Thailand, and Riel are not even accepted anywhere outside of Cambodia , except for a few border towns in Laos and you do not seem to be heading up there.
In PP you can cop a room in a Guesthouse, for as little as 1.50 US a night at places like Sunrise, all the way in back of the Mosque by Beong Keok Lake but it is hard living for sure. Mosquitoes are a terror. Generally speaking, 5 dollars can get you a great room with a huge fan and cable TV (if you look or even care). On the Lake the best place is probably Simon II, right next to the alley leading to #9 Guest House (if you face the alley for #9 it is the large pink stucco 2 story building with small yard/garden on the right of the alley). Rooms there with 2 beds, huge fan and cable are 10 to 20 US per night.
If you are in the medium range you can opt for the World Star Hotel on Monivong Blvd. right down the street from 85 Street (road leading to the Lake), directly across from ALCEDA Bank's HQ building. It is next to an electronics shoppe, and like all hotels and guesthouses has a flock of tuk-tuk (moped taxis and trikes)m drivers harrasing any Farang who passes by. there are 4 floors, rooms have double beds, crisp AC and cable TV. There is also a resturant on the first floor, next door, that serves great Camdodian cusine, which is not simple to obtain as one would otherwise imagine. Great Pepper Crab which is the specialty of Kompot, south of the city.
Other food? Well it depends on your tastes. Street food like the stereotypical Cambodian lunch and breakfast (boiled white rice, sliced fatty pork chop , cuke slices and vinegar) cost 85 US cents if you get the local price. Count on paying at least a dollar if you are white and without local friends. Not bad. Cans of pop, like Sprite, cost 1500 to 2000 Riel, the latter being the usual Farang price.
The Lake is stuffed with foreign food though. All down 93 Street, the main drag there, you can get all you can eat southern Indian for 2 US, or splurge and get a real English breakfast, etc for 5 US.
Entertainment? Well, not much to do there unless you are into drugs or illicit sex. There ARE the usual places like the prison and Killing Fields but they are a ripoff run by Japanese concessionaires who do not feed into the local economy so if you are concerned about social justice, skip it and go instead to one of the many other unofficial killing fields. there ARE plenty of nightclubs, and even a gay scene for those that go for it. Certain clubs are a bit dangerous, like "Heart of Darkness" due to noveau riche kids who openly carry firearms and like to get nice and drunk, and usually smoke Yaa Maa (local methaphetamine tablets that are smoked and now cost 4 US per). Indeed, I was told that US diplomatic personel are forbidden to enter it and for once the US warnings happen to be prudent.
If you understand Khmer there are move houses, there is also the Naga World Casino. It used to be on shoddy riverboat moored at the quay on the Mekong but is now a multi storied (maybe 20?) building, down around Mao Tse Tung and the Mekong and is now the tallest building in PP. Also, if you dig gambling, and are crossing from Thailand into Cambodia by land, you can spend time in Poipet, across from Aran. in Thailand. Several very large and foreign owned casinos are in the town. Also a alot of danger in that town so tread carefully IF you do go.
There is a brand new Western style waterpark for 5 US, all day admission. It is on Russian Blvd, the road leading to Immigration and the Air Port, as well as the train station
There is the famous Russian Market as well as the Central Market.
There is a tired old sad elephant for 15 US, in the park across from the Riverfront.
That is about it really, sad to say. Smart folks go to Siem Reap and see Angkor. If you go there, go after 5 PM and it is free, and you beat the crowds of Euro hippies and Korean tourists in terrible outfits. Best photo ops in the evening as well.
Also, Sihnoukville Beach is breat as well, another party town though.
Prices for both the latter towns are a tad bit cheaper than in PP.
In Thailand it depends on your locale entirely. Places like Chaing Rai are pretty reasonable all given. but BK is a dreadful place. Thge usual thing to do in that region is take either a Hill Tribe tour which allows an overnight stay in a family of Hill Tribesmen, and the Opium Tour which includes an Opium Museum in Chaing Mai. The more expensive way to do those things is on elephant and there are also combo Opium-Hilltribe tours. Be careful on the river between Burma (Mynammar) and Thailand because it is always a contentious place as well as the Ground Zero of the Yaa Baa (in Thailand Yaa Maa is called Yaa Baa) and heroin trades (after all it IS the Golden Triangle).
Nam? I would imagine if you are hitting Thailand, Cambodia, AND Nam that your destination is Ho Chi Minh, right? Prices are rising fast there I am told although to be honest I have not been there in a few years. I was last in the north and prices had risen a tad bit but still very reasonable all told.
The best place now? I would say Laos hands down. Perhaps you might be able to go. It is changing fast so if you are at all able you might wish to.
Good luck.