There might be difference in supply depending of where in Thailand you live; in touristed areas and major towns is should be quite easy to get, whan you need to make Western food at home. Online shopping might be a solution for some more specialized ingredients.
Where I stay – a tourist area – I can get almost everything I need. It's a bit a combination of where to shop – also for best price and quality – but both BigC, Lotus's, Makro and especially Tops Food Hall all have a good selection; the latter almost everything in high quality.
I cook Western food myself – while I let my lovely girlfriend cook delicious Thai dishes, she is the expert in that field – it's easy and often require less ingredients than a Thai meal.
It's depending of your home country and food preferences, if you easily can find all you need. I'm from Denmark, and can generally find almost all I need for Dan ish style food. However, I prefere Mediterranian dishes; so, that is what dishes I mainly cook.
There are a few items that are diffivcult in Thailand, like veal meat. I found that I in many cases can replace the bright veal meat with chicken breast, especially when there are some level of light spices in the dish. Also stuff like Bearnaise essence and Tarragon can be difficult to find locally. BigC had during their French Casino-ownership an acceptable ready made Bearnaise sauce in glass. However, the Bearnaise you can make yourself, or just do like I do, using a onion-and-oil dressing and bright vineager instead, and of course Tarragon-spices. I can order it online – and it cheaper than when finding it in shops – both onion-dressing and Terragon. Also my preferred sundired tomatos in glass I order online. Both Lazada and Shopee are excellent places to search.
And by the way, if you wish to make Bearnaise sauce yorself; it's easy-peacy and great for both beef steaks, minced beef burgers and fish-and-chips. Enough for one person: 8 spoonfull double cream (cooking cream is the best), 2 spoonfull onion-and-oil dressing, one spoonfull apple vineager, 2 yolks, a little bit of salt and a teaspoon of Tarragon. Put it all in a pot and warm up under low heat, whip now a then, untill it boils. Then it's ready for serving...😋