I haven't toured in Vietnam, but I toured on my own in Thailand and with a friend in Malaysia. Couldn't have been easier. Just get yourself a good guidebook (Lonely Planet was good in both countries). SE Asia offers incredible value for your money--better value than anywhere else I've been in the world. For $4-$10/night in northern Thailand, I got a nice clean room with a private bathroom with a hot shower. Great street food cost about $1 per meal or less. Friendly people, nice scenery, interesting sights, good roads.