I went to Bann Thai Cooking School in Chiang Mai and LOVED it http://www.cookinthai.com/index.php. This was a few years ago though, I hope it’s still the same!
We made our own Thai curry pastes and visited the local market in the morning. The class was quite small, around 8 people and it’s held in a local’s house so I felt there was a really homely and welcoming feel to the day.
The food we cooked was really authentic and I learnt recipes I still use today (4 years later). I remember a seafood coconut broth we made being one of the best things we ate on the entire trip!
One of my friends (for some more recent advice :) recently went Baipai http://baipai.com/ in Bangkok. She said it was good, but the food was taught in a more westernised way (less chilli and Thai spices) and was marketed towards an older crowd.
Whichever you choose, Thai cooking is easy once you get the hang of it.
Hope this helps, happy cooking!
Kate over 9 years ago