Yup, madali mag travel in mainland Asia kasi you can just easily catch a bus or a train, nasa ibang bansa ka na. Dami ding low cost airlines in the region if you want to save time.
I've done this last June. From Manila, I flew to Singapore, which is the starting and end point of my trip. From Singapore, I flew to Siem Reap, Cambodia for the Angkor
[textspeak!]. Then from there, I made my way overland to Bangkok, Thailand. From Thailand naman, I opted to fly to Luang Prabang in Laos. From LP, I took the bus down to Vientiane, the capital, then from Vientiane, another bus back to Bangkok. From Bangkok, I took the overnight express train to Butterworth in Malaysia, then took the ferry to Georgetown in Penang. From Penang, I crossed to the east coast to the Perhentian Islands, then another overnight bus to Kuala Lumpur. From Kuala Lumpur, bus na going back to Singapore

Here are the websites I found most useful for planning my trip:
Guide:
http://www.travelfish.org/Guide:
http://wikitravel.org/en/Main_PageTransportation in Malaysia:
http://www.journeymalaysia.com/transportation.htmTravel by train:
http://seat61.com/Syempre, laking tulong din to have friends who live in those countries, as well as friends who have been to those places

I posted my travel budget of the whole month-long trip in Southeast Asia in my blog:
http://justwandering.org/2009/08/travel-budget-southeast-asia/