In the north they have hill tribe trekking and rafting where you can see lots of jungle and stay with people from the hill tribes. I'm never too sure about this knid of tourism - on one hand it's great to meet people from differant cultures living such a differant life but on the other hand there's the problem that the cultures are being destroyed by the tourism - instead of living their lives they're performing their lives. Then again they have chosen to open their homes for tourists so are they exploiting tourists or are tourists exploiting them? Totally OT sorry.
There is another big elephant park near Lampang and lots of places in the south to ride elephants. You could probably arrange a jungle trek from Krabi - there are some really amazing inland limestone hills there.
A small tour group might be the best - they can take care of the logistics so all you have to do is enjoy yourself. There are usually lots of tour operators in every town so you can be fussy about who you go with.

In lots of places there is a string of geust houses along the beach so you can just walk along until you find the right place. You can try haggling over the price too if you want to save a bit.
If you're in Koh Phangan for the full moon party IMO it's best to stay away from the beach the party is on. The day after it's nice to be somewhere quiet rather than in the middle of the wreckage of the night before.

I'm envious - the beaches there are so nice. I don't fancy Australian beaches much. They're too rough and water is cold but the water on the Thai beaches is warm and peaceful and you can swim out for miles....