I'd support the recommendations for The Peninsula, which is a fantastic hotel.

Another to consider is the Krungthep Wing of the Shangri La-

Private wing makes with its own entrance, pool, lobby makes it effectively a small boutique hotel. Right on the river, all rooms have balconies. Complementary drinks in the lobby, breakfast included.

The hotel entrance is about 1 mins walk from the skyrail station.

I also found the service a bit more friendly and personal (particularly on reception) than at the Peninsula