Some of my Bangkok favorites so far are:

Supatra River House (absolutely fabulous , with shows on weekends, right on the Chao Phyra River). I had dinner there too with friends when the Royal Thai Barge Procession passed for the benefit of the 2003 APEC summit heads of states (President Bush, President Putin, Chinese President, Thai King, Canadian PM, Japanese PM and 15 other heads of state present very near riverside watching the procession). You can only imagine the security.
WEBSITE <http://www.supatrariverhouse.com/riverhouse/riverhouse.html>

Zanotti....my absolute favorite Italian place in Bangkok ^ (in my opinion, better than Angelini at Shangri-La or Biscotti at the Four Seasons (formerly the Regent). Located on a small street (called Sala Daeng or "Red Pavilion" in English) right off of SilomStreet/Patpong Area. Also Zanotti is across the street from "Anna's Cafe." which is also recommended.
WEBSITE <http://www.zanotti-ristorante.com/restaurant.html>

Mahanaga for stunning ambience and decoration (and food not bad too))
WEBSITE <http://www.mahanaga.com>

Sirocco (havent tried yet, but mentioning it because friends say it has good Mediterranean food and views are stunning from 64th floor!!)
<http://www.hotelthailand.com/ezine/2004/issue4/zine5.html>

Face Bar, Lanna Thai and Hazara (Indian) complex on Sukhumvit St (Soi 38) is currently talk of the town (but I have not tried yet).