Roaming is better. I've stopped purchasing sim cards when I go to Laos. Coverage is not great outside of urban areas, some network providers have zero coverage in the north for example. Roaming is a much better deal. Unlimited mobile data and you are automatically re-routed to whatever provider has a cell tower in a particular area, offering maximum coverage everywhere but the most remote areas.
Not worth buying lots of Beer Lao just to save 20+ Baht a bottle. Buy something to bring back that you can't find in Thailand, such as Somersby Ciders (incidentally, also brewed under license by Beer Lao).
It's 59 Baht at Tops for the normal Beer Lao and 68-70 for the other varieties. Naturally it will be more expensive than in Laos as it has to be transported here and distributed.
Employer based ones are good. If you're not working in Thailand, there are several big name ones you could look at. Search "expat insurance Thailand" for options. AIG, Allianz etc would probably offer something but they may not be the best in terms of price or coverage.
Anonymous participant You can. He means you can't settle in Thailand on a DTV. You can only spend 6 months per entry, or 180 + 180 days if you're able to get it extended.