It's NYE; everything will be overpriced.

Virtually every property is selling some type of event. You could do a major hotel chain (Lots of them on the river - MO, Hilton, Sheraton) or you could do something in the city (which also includes hotels - maybe look at Marriott on Sukhumvit 55 or the Sofitel options for mid tier options).

That said, finding a decent experience here at a mid-tier event at BKK"s "overpriced" rate will still be a heck of a lot cheaper than anything roof-top Stateside.