I've visited Nepal 3 times, and I've always connected in BBK. However, I don't buy my BKK to Kathmandu ticket until I reach BKK. You can usually get a roundtrip business-class ticket on Thai Airways at the airport for the same price as a coach ticket purchased in advance in the US.
If you fly NW into BKK, you'll arrive at around midnight. The BKK-Kathmandu flight leaves in the morning (about 9am, I think), so you have plenty of time to go to the Thai Air office and grab a ticket.
Don't worry, there's always plenty of seats available. Also, you could fly Nepal Airlines as a backup, but I didn't like them very much...didn't seem to be very safe.
BKK airport is great for layovers. They have a 24 hour internet cafe that only charges about 3 cents a minute. There's also plenty of places to eat.
[This message has been edited by aconcagua98 (edited 12-05-2002).]