Sawadee cap, must visit place is the 360 bar on the top floor of the Millennium Hilton. Great view and see the sunset. Make sure you be there around 17.30 hr, have a cocktail and enjoy the view of Bangkok and Chaopraya river.
After this have dinner at Spasso in the Grand Hyatt in Erawan. At 10 pm the live band starts, so if you are already in, you do not have to pay the cover charge of Baht 650.
Also try the lunch buffet at the Four Seasons Hotel and dinner Buffet at Novotel at Siam Square. The food and desserts are out of this world. Buffet at the Four Seasons is about 600 baht and at Novotel 650. But it's worth it. If you are looking for good DJ music than QBAR is your place.
Anyway Bangkok is a very polluted city but you can enjoy yourself very much. Watch out for the Tuk tuk seafood and jewelry scam and beware that if everybody is trying to making a living and tourists are part of it.
Four Seasons: Poenchit Road
Grand Hyatt: Poenchit Road
Novotel: Siam Square
Qbar: Sukhumvit