If you are considering Thailand, and I imagine somewhere like Phuket/Ko Samui/Pattaya, may I offer two bits of advice.
1) Getting ANYTHING done as a farang is generally a challenge. If it is something that has not been done before by a local, and never been done before at all, then you face some pretty big challenges. A guy tried setting up a floatplane business a while back, I have heard nothing on it for a while, and it "should" have been up and running by now. He (from what I understand) has lived there for a while, and had the $ to do it...
2) If you do suceed in getting all permits etc, and start a business, expect a lot of overheads in the form of bribes (for want of a better term) everyone will have their hand out.
Not trying to be negative, just telling what little I know.
Good Luck