Down to 'personal choice', if there are any offers on & where you are flying from in BKK.
Nok are OK, I can't put it stronger than that. Cheaper than Thai, not as cheap for basics are Air Asia, standard between the two as well. There is a pretty persistent rumour that while in Thailand, if it is a Thai Airway or Nok flight that needs to be disrupted for some reason it will always end up being Nok...
However, if you especially want to fly out of Don M. then really they are the only game in town & I would be comfortable booking with them.
I would not, however, make the particular effort to travel from Swampy to Don M. just to fly on them.
If flying out of Swampy it is really a toss up between Thai & Air Asia.
Air Asia are clearly a 'budget' airline, with all that entails. That usually means a good price for just getting YOU from A to B but a need for care & reading their rules in if you are going to be boarding with luggage, want a snack on the way etc.
The seat size is not exactly generous, but manageable for an hour.
Thai are usually more expensive just for getting you from A to B but, especially if flying immediately after a long haul flight with them, can be generous indeed with baggage allowance. Will also, usually, throw in a 'snack' even on the short flight to Udon.
I have used them all, on many occasions. I have, normally, been happy but they have also all managed to disappoint me as well.
When returning to Udon from the UK I almost always use Thai. That is because the evening flight to Udon fits in well with my landing time from London & it is also very easy for me to book the flight on line in the UK before I start out.
I think it is a matter of taking into account flight times, current ticket cost & calculate what your baggage will cost & take it from there. If you will be happy with the actual flight is, I think, in the lap of the Gods, but not weighted away or towards any one of the 3...