You can get some good deals with both carriers. If you decide to go to Bangkok Finnair would be my choise. They have good connections from Scnadinavian cities and you will be heading to the general direction of Thailand. Finnair does Charter flights to Malaysia as well. These are quite booked and make a few stops on the way. Not my choise. They use either MD11 or B757īs on the Charters. Scheduled flights are done with MD11īs. Service is good.
I have not used KLM on Asia routes and thus can not comment on them or their service. Flying to US and Canada with them was good.
I have spend a lot of time in Thailand. My experience was that Thailand is cheaper than Malaysia. Still you can spend a small fortune if you do not make a good research on hotels and such.
hope this gives a bit of insight.