I had a similar experience as MegaTopLover at the Oriental back in 1999. We stayed at Pen and decided to hotel hop. We made it to The Oriental but were refused entry. The reason? My 2 friends were wearing shorts and carrying back-packs. I somehow managed to get in (I was wearing long pants) and asked for a brochure at the Front Desk. I thought the whole situation bizzare -- they refuse customers to enter their hotel wearing shorts, but just off the lobby, you can practically see the tourists in their dental floss swimsuit mingling at the pool.
I've been to BKK 8 to 9 times after that and I have never set foot at The Oriental. Come to think of it, I don't think I ever will.
BTW, not to steer off-topic, but why is it always Pen vs MO? Is Sukhothai not well regarded here at all? I'll be staying there for 2 nights next month.