There are a few quality Thai restaurants. Like Bairnardo says, Sabai is superb. Royal Thai on Crown Terrace, Thai Cottage on Rose Street and Siam Thai on Castle street are all excellent too. The one one Rose street will be the second closest if you're just around the corner from Sabai but, IMO, the others are much better.
There's an Indian restaurant called Maya is on King Street, it's great but it'll be a fair walk from where you're staying.