Hey, and I will spend two weeks in January in Indonesia/Singapore/Malaysia as well! One of my fraternity brothers will go with me, and this is his first time to SE Asia, so we are super excited as well.
Last issue we were talking about was the electricity. SE Asia uses different shape of outlet plug, and 220V. So you might want to buy adaptor/converter from the US, since it might be easier to find one here in the US than down there.
Ditto on the pickpocketers, there are so many of them. My suggestion is to make copies of your IDs, and carry them around with you instead of the original. Passport, driver's licence, etc can stay at the hotel safe. Bring just one credit card, if you really need one, and enough cash to survive before go back to the hotel.
I don't know how safe it is in Thailand and Cambodia, but Indonesia is on the official "not to go" list of the US Travel. So we need to report ourselves to the nearest US Embassy, to let them know that we're around and to give them our itenarary (sp?) travel.
It sucks going in the winter, since the temperature will dramatically change. From 30s in the US to 90s in SE Asia. It might get uncomfotable at first. Also when you're coming back to the US, you might freeze to death
I've heard about the Air Asia, based in Malaysian (Kuala Lumpur), which serves a super cheap flights within SE Asia. Check this out,
http://www.airasia.com/general.php?p=pmain&l=en
Have fun in SE Asia! I promise you this will be one of your best adventure ever.