pee set literal translation means special. When we order kao man kai or chicken rice and say pee set, it means a large bowl or more chicken meat. It can be used for any food you order in Thailand but you may need to say more rice or more "liew" depending on the situation.
Suay means pretty. When the girl is giving you a massage, and when you say she is suay, she massage you better.
Another good and popular phrase is "po kan mai" or see you again. Sabai di mai? or how are you? is also good. Thai likes to say sabai sabai when someone lost their cool. It means relax relax when use in this context. You can try all these phrases when you have your curry there. Trust me, these are good and innocent phrases so it is safe. Like currymee said, cannot be naughty when we are in his turf.