This information applies to UK residents. While this information is intended to help, you should always speak to your travel agent to find out exactly what documents you need for where.
Many countries in South East Asia do not require visas from UK residents; these include Thailand, Malaysia, Singapore and the Philippines. For these countries you will have to fill out a document on arrival (these are usually handed out on the plane before landing) which just indicates how long you plan to stay in the country. You are usually limited to stay for up to 30 days, and for anything longer than that you’ll need to obtain a proper visa, though keep in mind this can be done in the country rather than in advance.
Some countries in South East Asia will offer visas on arrival, which means you don’t have to worry about booking them in advance from your home country. These countries include Cambodia, Laos and Indonesia. Upon arriving in any of these countries you will need to show your passport has at least six months validity and also proof on onward travel. Visas for all three countries cost between £20-£30.
As regards Vietnam and Burma, you will need to obtain visas in advance from the nearest embassy, and if you don’t you will be refused entry to the country and in all likelihood be turned back, which is no fun. Visas for Vietnam are typically limited to 30 days and will cost about £60 if buying in London. A visa for Burma will cost about the same and offer the same conditions if buying from the UK.