You can go to the NCDC/NOAA website. Monthly and daily historical data are available for the key climatic variables for Sourneast Asian countries and other countries and regions. You an also get the gridded data of surface air temperature and precipitation from the CRU website.

Do you mean forecast or reanalysis data, and current or historical? I tend to use ECMWF for reanalysis data and for historical forecast data, but I have used the GFS  and UM archive for historical forecast data in the past. For current forecast data I would go to NOAA (http://www.ncdc.noaa.gov/data-access) and probably use GFS. For historical stuff (either forecast or reanalysis), BADC is a good place to look (http://badc.nerc.ac.uk/), or you can go to ECMWF directly (http://apps.ecmwf.int/datasets/) for reanalysis datasets. 

Hope that helps!

Thank you guys for your reply, I'm looking for hourly historical climatology data such as temperature, precipitation, wind, dew point, solar radiation etc. for Southeast Asia Country (Malaysia, Indonesia, Thailand)

You can get those from the ECMWF global reanalysis datasets: http://apps.ecmwf.int/datasets/

You can purchase hourly data for Thailand from Thai Meteorological Department. Some data are available at their website also (see www.tmd.go.th)

You can use NCEP reanalysis data

You can find some on the HadISD website

https://www.metoffice.gov.uk/hadobs/hadisd/