Thai Customs If you only have personal items such as camera, clothing, notebook computer and the like, check "nothing to declare" on the customs declaration form and look for a "green channel". If you have declarable items, list them appropriately and look for the "red channel".
Customs agents in Bangkok are quite lenient, and the chances are you baggage won't even be checked.
Currency Exchange You will need Thai Baht to pay for transportation, tips, possibly a deposit at the hotel, maybe a cool libation to help you relax. Several banks have currency exchanges at Don Muang airport where you will get the official exchange rate. Change enough funds to last a day or perhaps two... until you can get to a bank or currency exchange around your hotel. Your hotel will exchange popular currencies, but you will get a lesser exchange rate, by as much as 10%.
Make sure you have smaller change for the taxi. They will usually claim to have none.
Don Muang also has ATM machines where many western credit cards can draw funds. The ATM machines can normally dispense Bt 20,000.