I am currently teachign English in Bangkok ( at Language Express). I am also an excercise nut so have a few tips to pass on. Firstly the place is hot and humid, and the streets are generally crowded and.or poorly paved, which makes running and jogging a nightmare. That said, one good place to go is Lumpinee Park in the evenings or early morning. You wont be alone because lots of Thai people go there to run round the lake.
I;d forget about srufing anywhere near Bangkok, the gulf of Thailand is flat as a tack. no waves at all. There are some nice beaches and islands, but avoid the tourist traps like Samui, Pipi or Phuket, becasue they are simply dreadful. Better to go to the islands that middle class Thai go to, there are hundreds of them.
There ar emountains in the north, but they are also hot tropical jungles, and not ideal for hiking, its simply to humid to b enjoyable, although an afternoon on an elephant of river rafting is pleasant.
Probably the best exdcercise in Bangkok is swimming. Most decent apartment buildings have a pool, and the weather is perfect for this activity.
Failing that, there is always a gym. There are some big commerical chains, but every up market aprtment building will have a gym in it.
Hope this helps.