Many travelers to Thailand, even first-time ones, visit the ancient city of Ayutthaya on account of its closeness to Bangkok, both in terms of geography and history—the seat of Thai royal power was in Ayutthaya immediately before it moved to Bangkok.
However, if you want to appreciate ancient Thai architecture and don't want to be distracted by tourists, skip the bus to Ayutthaya and instead fly to Phitsanulok. From there, get a bus to any guest house in Sukhothai, from which you can explore the nearby Sukhothai Historical Park by bike, and at your leisure.
If you can't manage to take a plane from Bangkok, but still want to see some historical architecture that isn't inundated with tourists, another option would be to take the train to Nakhon Pathom, where you'll find the world's largest Buddhist chedi.