Typically hotels or higher end guest houses have lock rooms in which they will store your luggage – sometimes for free depending on how long you need it – I know recently I used Suk11 (http://www.suk11.com) to keep my bags in their locked room for about 10 days, but this is just one example – as there are many hotels and guest houses in Thailand that offer this service…just ask your hotel/guesthouse if they do.
Regards,
~ Dave