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I plan on taking the Thailand rail system between Bangkok, Chiang Mai, Phuket (particularly the overnight trains), and Siem Reap.
Is it safe to book these tickets ahead of time through their website "e-TSRT / ThaiRailwayTicket.com"? Or should I book the tickets when I arrive at the station in Thailand?
I have not used that web site, but always bought the tickets a day in advance at the station or even just when getting on the train in Thailand. For sleepers I would recommend to buy in advance, just to be sure.
Whether you should buy before your trip really depends on how sure you are about the dates. What if you really like a place and want to stay a few extra days. Booking them while you are there gives you much more flexibility.
Rather than going to the train station you can still book online while you are in Thailand, there is internet access everywhere.
I tried to use the train, but i found the rail system a bit limited and couldn't use it (from Bangkok towards south) so i ended up using the bus instead. Unless you go on a public holiday you don't need to book anything ahead. You can get around by bus if you book one or 2 days in advance, and all those "Travel agencies" near hotels or tourist destinations will be happy to sell you a bus ticket to pretty much any city.
I took the bus from Phuket to Singapore, and since it was only ~USD 50 and i didn't have a detailed map of that area I expected it to be not more than maybe a 5h/300km bus ride. Little did i know...
A word of advice: Don't be tall if you use the bus - the legroom is worse than in economy class, even in what they call "luxury coaches"! The bus will have a stop every few hours so you can get food and use the public (squat) toilets. Bring your own paper and be prepared for waiting in queues! Also, those stops are rather short (10-15 mins), so if you take the waiting in the queue into account then it's quite often either food OR restroom break.
To be honest, for the shorter rail journeys such as Bangkok to Chiang Mai, you don't need to book beforehand. Between Bangkok to Phuket you should know that there's no direct rail line; rather, there's a train to Surat Thani and then from there you have to travel by bus / minibus. For the overnight sleeper trains, as Peter mentions in his answer, you may want to book tickets a couple of days in advance once you reach Thailand as these tend to be popular among travellers who want to save a bit on accommodation for a night. (There are a couple of overnight trains from Bangkok to Chiang Mai which are popular ones.)
It's not that hard to book tickets at the station in when in Thailand, as long as you are willing to be a bit patient with rail officials who don't speak English (and there are many who don't). You will usually find some official or police officer or the other who can direct you to what counter to book your tickets at - sometimes, you need to book at different ticket counters depending on your destination.
Trains do get fully booked around holidays such as Songkran but that's celebrated in April. If I remember correctly from your previous questions you're travelling in February / March (?), so this should not be a problem for you.
