By lazy calculations I find from Bangkok it can be cheaper flying to Langkawi for a holiday than to southern Thai islands by bus or train. At least it can be for boozers. This can be done by offsetting the cost of flights with cheap alcohol at Langkawi Duty Free. Langkawi is a booze paradise. A duty free island where alcohol costs half that of Thailand. Example (below) one litre of Johnny Walker Red in Thailand costs 799 Baht. At Langkawi Duty Free two litres cost 750 Baht (RM75). Over half the price. Similar savings can be made when buying wine and other alcohols. A great way to impress the special lady; splash out on a luxury trip to Langkawi then offset initial spendings with cheap wines and Champagne. Example calculation; return flights at 4,000 Baht offset by 8 x 1000 Baht bottles of wine (8 x 500 Baht savings in Langkawi).
Pier, airport, everywhere in between. In fact it is cheaper to buy in the large Duty Free supermarkets than at the airport. A popular area for supermarkets is the tourist beach of Pantai Cenang where you will find Zon, Warisan and Coco Valley Duty Free Shopping Centres all beside each other (next to Underwater World).
While cross border booze runs are possible they are not advised (especially for visitors). Why risk it? The duty free limit for crossing the Thai border is Liquor (1 litre), Tobacco (200 cigarettes). The main border crossing for Thailand is between Langkawi and Satun. I did hear locals talk of booze runs to mainland Malaysia. Again alcohol prices in Malaysia are higher than Thailand with hefty government ‘sin taxes’ (State religion of Islam).