Hi James,
It's a bit of a tricky question.
To avoid any expensive shipping you might want to start in either Nepal, India
or Bangladesh.
But those places do not have very sophisticated bikes for sale (unless you
want a Royal Enfield 500 bullet that will go 70 KM/h at top speed)
Thailand, Malaysia and Singapore have a better choice of (big) bikes... but you
will be stuck with shipping them across Burma.
You could of course try to find a travelers bike... but that usually creates
Carnet-problems. It's a complicated world we live in.
Then again... riding a Enfield back home, now there is a real adventure for you!
Hope this helps (a little bit)
maarten