Great city, Bangkok. My best single bit of advice is to get a good hotel near where you want to be most of the time, because traffic is unbelievable, and you can waste 90 minutes going from one end of the city to the other.
I have stayed at the Hilton in Nai Lert park, and enjoyed it, andthe Royal Orchid Sheraton is lovely too.
Try to act not too much like a tourist, get off the beaten paths, and interact with the Thai people, who are incredibly nice. My favorite experience was the weekend market in Chatuchak (sp.) Park.