This is my favorite past time, so I can lead you in the right direction. Just let me know how much time you want to dedicate.
Yaowarat, Bangkok
It's the China town of Bangkok :
You'll find everything you need. Bring patience, a safe place to keep your money, and your own canvas shopping bag. There's just too much plastic wasted in Bangkok.
Sanamluang:
It's only shoppable by night. You'll find excellent bargains and it's located directly in front of the Grand Palace (Wat Phra Keaw) which looks beautifully lit up at night.
Platinum Fashion Mall:
Do you hear the angels singing? It's probably because you are shopping at Platinum fashion mall. You won't believe your eyes or your pocket book, for that matter. At Platinum, you will find 6 American football field sized floors of shopping--handbags, accessories, jewelry, t-shirts, jeans, professional clothing, sports wear, winter clothing, summer wear, and SHOES! Each stall being different and unique.
Usually buying 3 items will give you a wholesale price. If you're not good at bargaining, come here. You'll find prices low and fair, so there's no need to bargain. Come one come all, but it's best if you come in threes.
Siam Square
Siam Square is an outdoor strip mall paradise.
Don't let the heat stop you from shopping. They have ice cream and coffee shops too. Stroll casually from stall to stall, window shop or buy everything in sight. You'll love this place and so will your wallet. Bargaining is highly reccommended.
Khao san Road
Make an afternoon stop at backpacker central--Kao San Road, and have a drink while you're there.
There's a lot to look at here. Things are cheap, but bargain your way to a cheaper deal. Be mindful of your belongings, and watch out for the Indian men asking you where you are from. They're trying to waste your time by getting something taylor made at their shop. "Mai ow ka" (I don't want it, thanks) comes in handy at these times.
Chatuchak Market
There is nothing under Thailand's sun that you can't find at Chatuchak's weekend Market. The locals call it J& J Market.
The market is layed out like a flea market. I've never seen prices so cheap. Speaking Thai will probably give you a better price. Try to make the store owners believe you've been in Thailand for a long time. Bargain up to half the price. The owner might laugh, but will come down in price if you're sweet. The trick is to act like you don't really want the item.