You can take the train from BKK to Aranyaprathet, not sure the price but it's not expensive, then take a tuk tuk from the station to the border crossing for 80 baht. Make sure they take you straight there, sometimes they try to take you near the crossing and have you buy a visa from some tout. Don't buy it. At the border the visa is 20 USD. Pay with a $20 bill. No more no less. The border guards will try to get you to pay something more but don't do it. If you remain firm they will just process your visa and send you on your way. It really is amazing how many people pay that unnecessary fee. After you cross the border you can get a taxi or bus to SR. I carpooled in a taxi with a Canadian and a French couple and it came out to about $12 each for the 1.5-2 hour trip. The bus costs about $10 so the taxi is worth it if you can carpool. The road to SR is new and a nice ride. If you take the 6AM train from BKK you can be in SR by 2PM.
Had my first ladyboy experience in SR. Met her in one of the clubby bars on the main drag.