What city are you in? In Phuket they are pretty aggressive extracting bribes with third party shipping. USPS seemed fairly immune, but I would never order anything else from USA with a non government shipper.
The way this worked out was like the worst of all worlds and rediculous. I was directed through the bkk airport directly almost a damn kilometre to the gate to CR where I was stamped into Thailand at a lonely little gate with no people other than the tired immigration lady. Then I was in a tiny little rural gate where I had to take a bus all the way back to actually board the plane. So on BKK I didn't have access to any of the airport services- except that if I wanted to I could've just walked into the airport and mainland thailand with zero security. Then when we got to CR I was separated from wife and forced to go through international baggage claim.
Anyway I guess it's still better than needing to claim my bags in BKK and deal with the small airline baggage Nazis- but remarkably inefficient and poorly run. Oh well, maybe I'll start flying less than would be good.