All right. At the risk of having folks judge me by my choice of drink venues I'll contribute to this thread. The problem with most mixed cocktails in Bangkok is that they're made to Thai taste: very sweet. Finding a place that'll pour an honest Old Fashioned or Sazerac feels greater than finding the prize at the bottom of a family-sized box of cereal - it's that good. I enjoy wine and Mrs. Dirty will partake in anything which is creative and has passion put into it (a 25 years old scotch is usually classified as "passion"):

Long Table was my first "non backpacker/street food" experience in BKK and I still go there occasionally. I enjoy being in the skyline and watching the sunset while sitting outside.

Above Eleven (Sukhumvit Soi 11) is a great view of the skyline, mixes a nice drink (if ordered without syrup) and is one of our favourites - the price is really decent too.

Eat Me (in Silom) has both nice wine and cocktails... the bacon bloody mary was (were all) outstanding.

And finally Iron Fairies on Thong Lor because they have interesting cocktails (absinthe based) and the music tends to be decent (avoid the food).

Always open to new experiences.