Having stayed at all the mentioned hotels, on business or non-special occasions, I definately would prefer the "Sukothai Hotel" (over the "Four Seasons"--formerly branded the "Regent") for its unique style, elegance and service; although the Four Seasons is very nice too (sort of the same style as the Peninsula in Hong Kong, at least the lobby). The Sukhothai just feels more Thai, but is very modern, chic and elegant in quiet understated and non-touristy manner.
But for a romantic special occasion like a honeymoon or the like, I would definitely choose the "Peninsula" or the "Oriental" on the Chao Phraya river (with "Shangri-La", also on the river, being a definite alternative).