Of course each night begins in Khao San Road in Bangkok. This street is something to see with thousands of people from different cultures drinking, meeting, chatting and socializing. There are lots of backpackers there; you can get great tips and have great conversations with fellow travellers. This is where the fun begins. My only advice is go to where the night takes you.
Khao San Road
If you want to shop I recommend Ratchaprasong Zone. This place is filled with stores. If you visit Bangkok around Christmas or New Year this street is decorated with thousands of lights, it is really something to see.
There are all sorts of nightclubs and bars in Bangkok. If you want to have fun Bangkok style you should see the notorious Sukhumvit Zone. Believe me, this street lives up to its fame. Specially in Thong Lor Street you can find some good nightclubs and bars.
If you just wanna relax and bowl or see a movie Siam Center is the place to go. There are lots of malls in this area filled with numerous kinds of entertainment.
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Greg on the Road 
Hey Greg,
I am in Bangkok right now and it is awsome. I wanted to add some club names i came across here.
I would recommend “Booze” in Sukhumvit Street. It really is a great club with lots of good bands playing. It is somewhat expensive relatively but it is worth the pay.
If you want something different and original, i’d say Bed Supperclub. It was one of the most interesting experiences for me.
Here is a good guide for clubs in Bangkok: http://www.bangkok.com/club-guide/
Take Care and Travel,
Ryan
Hey Ryan,
Thanks for sharing. Hope you are having a great time. Man, i miss Bangkok.
Greg