The JW has a really nice executive lounge, if you have gold status or above, or want to pay for a lounge access room. The rooms themselves are rather small. I have stayed here twice. It's actually on Sukhumvit at the corner of soi 2. Soi 1 is across the street. Nana (soi 4) is far enough away that you can avoid it, but you should take a stroll down that soi anyway. The Central Embassy mall is not far away, and you can easily walk there from the JW. Sukhumvit Road itself is worth strolling. You will find shops/shopping centers and restaurants and bars, and street vendors (although much of that has been removed, making it MUCH EASIER to walk down this busy street in the evenings).
For me, personally, the Marriott on soi 57 (Thonglor) is too far away from where I want to be. I have stayed at both the apartments and the hotel at this location.
I have never stayed at the Conrad but have friends who like it.