The atmosphere of Thailand night trains with their restaurant car turned into a nightclub is truly amazing! It is often a memorable trip though you can't enjoy the landscape. To be sure to have a sleeper, it's recommended to book your tickets in advance via booking websites like 12Go.
Khao San Road is known as the backpacker's area in Bangkok. Travel agencies and transportation companies offer bus or ferry + bus packages from Khao San Road to the popular Thai islands like Koh Tao, Koh Samui, Koh Phangan... but also to other destinations in the country.
There are direct buses from Bangkok to Phnom Penh or Sieam Reap (the city near Angkor) in Cambodia with border crossing included in the trip. Buses depart from Mo Chit Northern Bangkok BUS Terminal. The number of seats is limited so it is better to book in advance on 12Go.
If you prefer to organize your trip and book your train tickets before departure, know that this is possible via the website12go that I personnally tested and validated. Advance booking is especially recommended for sleepers in night trains but can also be a good idea for some super Express trains.