I'm still alive having arrived just over a year ago with the trip taking around 24 hours door to door. I didn't suffocate. Neither did I suffocate jogging in Bangkok with a mask when we lived there. Guess I must just have been lucky?
As Stuart says residency certificate. Get it from immigration. Don't get it at the UK Embassy they charge about £50! Immigration in Korat issue residency certificates for free with a 7 day turn around, fee and turnaround may vary from office to office. The paperwork at Korat was a bit of a faff, but if you want a bank account that's how it is...