We are renting a house, the cost is 16000 Baht for one month, we have a bedroom, living room, bathroom and kitchen with everything we need, internet as well... We were looking around the other houses, you can find them even cheaper, for 12000 Baht per month (this is for Koh Phangan).
At Koh Samui we were staying 2 nights at Palm Island Hotel & Resort and we payed 1800 Baht per night for a Garden view room.
Depending on your budget and how long you're staying, you can find a really cheap hostel or luxury place and everything in between. :)