I had two options crossing the Thai border on my way to Sihanoukville: either bus or boat. It wasn't difficult. The boat leaves at 8 am every day from Koh Kong. USD 15 and close to four hours later you're in Sihanoukville.
It is a lovely scenery along the Cambodian coast and much more comfortable than traveling by by bus (at least that's my personal opinion).
The boat returns from Sihanoukville to Koh Kong/Thai border at noon - 12am - every day.
Tickets can be bought at hotels or on the pier.
Locals are selling soft drinks on board. The express boat makes a short stop at Pok Long.
Some warn that the boat is build for rivers only and should be avoided when the weather is bad. I traveled in the winter time (November) and the ocean was silent and the sun was shining all day long. More info on http://www.asia-planet.net/cambodia/sihanoukville.htm