Federer was stretched to the limit by fourth-seeded Thai Paradorn Srichaphan before winning 7-5, 2-6, 6-3, while Roddick edged fourth seed Marat Safin 7-6, 6-7, 7-6.
Paradorn, who broke down in tears after losing in the quarter-finals in last year's inaugural Thailand Open, had no reason to feel disappointed this time after he battled all the way with the outcome in doubt until the final minutes.
"I'm sorry to beat Paradorn in Thailand," said Federer. "I hope he wins the tournament some day. We had so many great points and it was a great crowd.
"I think that's why we played so well. You can feel the fans behind Paradorn and I think that's why he played with such confidence."
Federer had to fight off a break point in the opening game, but then broke Paradorn to lead 2-0. However, the Thai used his greater strength and sweeping groundstrokes to counter Federer's artistry.
The Australian, Wimbledon and U.S. Open champion went on to lead 5-2 and hold two set points but Paradorn saved those with a service winner and an airborne smash, and then broke as Federer served at 5-3.
Although Srichaphan saved another set point at 5-4 and a fourth at 6-5,
Paradorn showed even more conviction in the second set while Federer slipped into a period of largely unforced errors, and two breaks levelled the match at one set all.
In the final set, Paradorn saved a break point at 0-1 and then stayed on level terms until Federer led 4-3. Some heavy returns then left Paradorn trailing 0-40, but after recovering to hold game point he made three errors that gave Federer the advantage he needed.
He left a return that fell in, netted a backhand volley after a long rally and hit a backhand drive wide to give Federer the crucial break for 5-3. The Swiss then served out to love to reach his 10th final of the year.
The clash between Roddick and Safin was dominated by big serves, with both players firing 18 aces, and fiercely-contested rallies.
"I tried to be aggressive in the third set tiebreaker, because that's how Safin won the second," said Roddick.