Thailand is the best source to buy all variety of gemstones from all around the world. It is the hub for gems and Jewelry Trade Center in Silom is one of the best places to buy gemstones as well.
Here you can find all types of gemstones and there are reputable labs such as AIGS and ICAGemlab where you can certify the gemstone you buy as well. I recommend you buy from reputable gem dealers and be careful of sellers trying to sell you gems on the street. There are multiple shops so it is always best to compare and take your time before you choose one shop.
When I was there I got the opportunity to buy some very high quality green tourmalines and they also helped me make jewelry as well.
If you are in Bangkok and want to buy gemstones look no further and visit Jewelry Trade center to get the best deal for you.