What I remember from my trip to Thailand in 2002 is that there's almost everything for everybody ... and every budget. I'll certainly add the link provided by other members for those nice resorts, but you can find cheaper accomodation of course (as cheap as $15 a day).

You mentionned "a few days" but not really the location nor the budget. As for me, when I'll return to BKK, I'll definetely spend at least a day upon arrival at the world renowned Babylon Sauna. It's a good way to relax after a very long flight(s), among other things. http://www.babylonbangkok.com/home.asp Phuket (Patong beach) is rather expensive I find but very nice. Gay thais there are mostly "moneyboys" though, making money for the family back in BKK. The Connect Bar is THE central meeting point for gays and organizes many tours (thais & tourists). http://www.beachpatong.com/connect/

Other classics in BKK are probably still the DJ Station and Telephone Bar. Pattaya (& Jomtien Beach), which is not as far from BKK as Phuket, offers lots of action (Famous Boys Town). It's less jet set and friendlier I find. Beach wise though it's not the beautiful sand of Phuket. Although some people see it only as a meat market, to me I find it more fun. It is where many thais from BKK go for the w-e. About 2½ from BKK by bus if I recall correctly.

What's nice about Thailand is that everyone has his own experiences and ways of discovering it; I hope you'll have a great time there and that you will make memories that will last a lifetime.