Throughout the majority of south east Asia, May is a great month to take advantage of lower airfares / hotel prices and avoid the peak winter crowds. The country will be largely dry but still hot as the pre-monsoon season builds up the humidity ahead of next month’s rains.
For the best beach weather head to the islands of Koh Samui and Koh Phangan off the east coast. The west coast is still worth considering but as the month matures an hour or so of heavy rain most afternoons should be expected.