How to arrange Train Ride in Bangkok ahead of time?

From what I've read to purchase train ticket in Bangkok to go anywhere you have to purchase it at least several days if not weeks in advance and pick up the ticket the next day. How I am supposed to do this if I'm living in California? I may take the train to Chiang Mai or Surat Thani. Not sure what my plans are yet. Others have suggested a travel agency. Personally I don't trust them but may have to go with one.