I think that riverside properties such as Shangri-La, Peninsula, and Oriental have the best swimming pools in the city. The views of the river really make them much more relaxing.

The Grand Hyatt Erawan has an outdoor swimming pool on its isewan level. It is nothing that special, but it is a nice free form swimming pool that gets plenty of sunlight. Neighboring buildings aren`t a problem, as the pool is not on the ground floor. This hotel has direct access to the Sky Train, it doesn`t get any more convenient.

I agree that it depends on what specifically you are looking for in a swimming pool.