I have done this with Bangkok Bank. I recommend them. Good exchange rate and only 200 baht fee per transfer. They are familiar on how to set you up. You do get a debit card and ATM works. Bangkok Bank has a corresponding bank in NYC which makes it easy for them. No other Thai bank has this connection. Tou can get app for your phone so when money comes into your account you can transfer it to other bank accounts. Your email will also get a note with full details.
Go to your nearest branch and get it done. some paper work of course but not complicated You will have to open an account naturally.
I am quite happy with their service.