The direction of travel isn't going to make much difference for the mainland portion of your trip. Within the space of a few months, it's hard to say exactly where - in the future - it might be raining more or less.

As for the Thai south, it depends on which side of the south you're going to. In May, the Andaman side will be starting to rain, and will only get wetter as the months progress, while on the gulf side, Samui will just be starting to dry out and gets really nice around June and July.

you should be fine in most months except september

Over about 10 days in mid to late October, 2010, we had one of our best trips ever visiting the myriad festivals that coincide with the end of the rainy season (and Buddhist Lent) along the Mekong in Northeast Thailand (aka Issan).

The timing of the festivals are based on the Lunar Calendar so you’ll need to confirm dates but along with other points of interest we were able to take in the annual long boat race festival in Nakhon Phanom, the Sakon Nakhon Wax Castle Festival and the Illuminated Boat Procession Festival in Ubon Ratchathani City.
Along the way, we timed our visit to Khong Jiam for a chance to see the seasonal natural phenomenon known as Naga Fireballs but that didn’t work out.

We also had the chance to attend a special ceremony of giving alms to the monks on the day of the official End of Buddhist Lent at Wat Phrasart Sra Kampeang Noi, an ancient Khmer style temple ruins.

Some parts of this trip offered easy access to Lao including the Thai–Lao Friendship Bridge connecting the city of Nong Khai in Thailand with Vientiane, the capital of Lao.

For more detailed info including some links to videos of these festivals see http://www.se-asiatravel.com/thailand/2010-northeast-thailand-isaan/.