Hey Josh - The quickest way would definitely be to take a bus from Siem Reap to Phnom Penh and then hop a plane from Phnom Penh to Bangkok (quite cheap flights). However, if you choose to bus it, like you said you will have to take a bus to the border and change to a second one to Bangkok. It can be a bit dodgy, so take precautions at night. about 10 years ago
There are direct flights from Siem Reap to BKK on certain days of the week. That is quickest.
The bus is an all day affair - 12 hours or so. Bus on the Cambodia side is slow progress on the track.
Allow at least an hour to get through the border - and watch your bags at the border!! There are a lot of people roaming round looking for opportunities to snatch from packs/bags.
Then it's another 5 hours by (nicer, air-con) coach from the border to BKK.
I wouldnt recommend the Phnom Penh route as you are still looking at 5 hours to Phnom Penh anyway.
There are no train options. almost 10 years ago