Having been looking into this fairly recently, the cheapest option is currently Jet Airways of India. Flights operate from Heathrow to Mumbai - where you will change aircraft - before travelling on to Bangkok. Return flights start at around �390.00 return and can be found using travelsupermarket.com. For direct flights, you are limited to British Airways, Qantas, Thai Airways and EVA Air (Taiwanese), though you can easily expect to add �250.00 or so to the above ticket price.