score:6
Go for the latter: get an unlocked smartphone and a local data plan. By far the cheapest. Also, you could buy the phone in Thailand. That being more of a developing country, you'd be surprised how cheap (mostly Chinese, but not only) smartphones can be. You should easily be able to get a basic smartphone for under 100 USD. Even the low end Samsungs shouldn't set you back more than 130 USD.
Getting a data plan in the US is not a good idea. Roaming charges on data tend to be very unreasonable.
Upvote:0
You're much better getting a mobile phone/SIM over there, than trying to do roaming. Mobile data roaming is very expensive, especially if you go to countries that aren't also rich and developed.
If you get one in USA, make sure you get a GSM phone. Everywhere (practically) in the world (except USA) uses GSM.