Backpacking through asia - buy air tickets here or there?

I am planning to travel through SE Asia in August and September. I am leaving from JFK and hopefully land in Bangkok. From that point on, I want to travel through several countries and end up in Seoul, Korea, and back to JFK. Should I buy all my tickest in advance before leaving the states? Or should I just go to the airport and buy them when I am there? I do not want to be on a schedule so I would like to buy them whenever I want to go to the next country, but if it is too expensive then I will try to figure out a schedule and buy them before leaving here. Which one is a better option?