I use my Canadian visa card from time to time but am confused which is cheaper? I get the option of paying in Thai bahts or Canadian dollars. Is using the Visa card more expensive than say my Thai credit card?

Stick to THB... its a rip off if you let the retailer do the conversion for you!

It's called DCC (Dynamic Currency Conversion). As mentioned, best that it is local (Thai Baht), for best rate.

Off topic I know, but as one Canadian to another:

Make sure you use your Cdn. credit card at least once per year, if you don't it may be cancelled due to inactivity. Also, the credit card issuer may be unwilling to send a new credit card outside the country, if your expiry date is approaching. Assuming you are already in Thailand, you may want to have someone in Canada call them to clarify some of these details. Don't call them from here; in all likelihood they have call display.

The plural for baht is baht,don't use s as in dollars.