Can you apply for a spouse visa before you are married? I want to sort my fiancé settlement visa before I go to Thai to get married so she can come back with me once I'm married.

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Assuming you intend to marry in Thailand, you must be married before your wife submits her application. If you intend to marry in the UK then she could apply for a fiancée visa, and if granted this would allow her entry into the UK for six months, during which time she must marry, she could then apply to remain.

The other option is the unmarried partner visa category is available to British Citizens and UK permanent residents who wish to bring their de facto partners to settle in the UK. A de facto relationship is one where two adults live together as a couple, and can provide evidence that they have done so for in excess of two year, I suspect that this is not the case with you.

You might find this pinned topic helpful http://www.thaivisa.com/forum/topic/524561-uk-settlement-visa-basics/