Well, Bangkok is definately a good place to start if you like shopping. How much time are you going to Thailand for? Maybe you will meet new friends there and go on? Personally I think Bangkok is a 4 night stay before you get tired of the touts, pollution and lack of any beaches. You chose the handle "islandgirl", so why not do Samui for a while; easy flights from Bangkok. Chiang Mai is certainly worth a visit for sure but if you really want to get away from it how about Pitsanuloke / Old Sukhothai, the Golden Triangle area or Mae Hong Son? Thailand is huge, I mean massive compared with Bali. I would check out historical seasonal weather conditions and check around for bargains. For example I rate Phuket / Koh Phi Phi / Krabi / Lanta most during May and June because the weather tends to still be very good and there are some killer deals around (e.g. 2 for 1 specials using the already low season rates). I once tried to do walkabout around southern Thailand, got to Phi Phi, checked out Pee Pee Island Village, originally intended to stay in Phi Phi for 2 nights just to look around and ended up stayin at PPIV (front row deluxe suite) for 8 nights because they had a "pay for 4 nights, get 4 nights free" special using their low season rates and I just could not tear myself away!
As for going back to Bali and re-entry visas, I have no idea, if I were to return it would be a one way trip in the worst sense.
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