Never tell staff that you're going on an all-day boat ride, a ladyboy show, a trip to Hua Hin on their new boat, or anything about what you're doing with your time. I use my hotel safe for money up to B3-5000. The rest is kept in my Pacsafe bag locked up in my suitcase (steel through and through cables inserted which is secured with two cables to a furniture.
costs US$100 but good peace of mind.