I only saw Vietnam in the recommended readings list, and I've already read a few things on both Viêt Nam and the Khmer empire, but it's hard to put them in perspective.
Is there a book that covers the south East Asian history as a whole that anybody can recommend?
I had G. Coedes' The Indianized States of Southeast Asia recommended to me a while back and it really does seem to be the best resource for the early history of the Southeast Asian Kingdoms, both mainland and on the archipelagos. That said, it does focus on the Indian influenced ones so Vietnam gets comparatively little time and it is not an easy read. It also stops in the 14th century with the coverage on other parts of mainland Southeast Asia stopping even earlier.
A short history of south east asia. You can also find the file on Stanford open source