Hate to be negative, but there really is no such thing as a “reasonably priced” wine in Bangkok… duty on wine is so astonishingly outrageous in Thailand, you’ll always pay a small fortune compared to what you’d pay in the West.
Furthermore, at least half the bottles we’ve purchased over the past few years have been badly corked or bottle shocked (more like 80%). It seems the bottles must be poorly handled upon arrival -- it's not a problem we encounter elsewhere in Asia or the tropics. At one point it had become such a huge issue for us that we’d virtually abandoned all wine purchases other than sparkling wine (usually Prosecco) which seems to hold up better. Or duty-free in SIN or some such.
Anyway. We finally hit on screw-top wines for quality, and specifically NZ wines for price (the sauv blancs are amazing). We still do inexpensive sparklers, too (e.g., Prosecco), but really, the stuff from New Zeland seems to be the closest thing to "reasonable" you'll find in BKK... around 800 baht is not uncommon, and under 600 baht is possible, and all highly drinkable. We've even converted a several of our wine snob friends
Villa markets actually tend to have decent selections, but your mileage will vary from location to location. There’s one in particular off Sukhumvit that has an entire second floor dedicated to wine but I can’t think which soi it’s on (seems Mr always goes there without me).
There’s also a wine shop in All Seasons Place (Wireless Rd) that seems to have better prices than most, albeit a more limited selection. The staff are also very helpful and at least somewhat knowledgable. I’m not able to think of the name of the shop just at the moment, but I believe it’s a small BKK chain. It’s on the second level, near Tops (don’t bother with the one on the main level).
Decent price for wine in a resto? Have yet to find one, sadly. Take that 300% duty, add in the standard 300% restaurant markup, and… well. I even know a couple of restaurateurs who import their wines themselves, by air, in order to avoid the mishandling issues. Their wines are perfect, and labels that are hard to find in Thailand, but they're no bargains.

We just recently paid about 3,600 baht for a Haut Medoc that I can purchase in the states for about $25

SSSOOOO... if anybody has an idea I’d be thrilled to know about it, too!
Whatever you do, when you're buying wine in Thailand, seek out bottles with screw tops. It’s really the only way we’ve had any decent luck with getting unruined wine.
Good luck, and enjoy your visit!
Mrs