Another vote for get an extra room night....

After flying in that long there and you are determined to save some cash (there are cheap hotels in thai you know that right) you could arrange an innocent massage but you'll pay extra and it might not be at such an innocent place, the markets will be closed. The clubs will be closed down as well except some after hour places that I'm not sure you'd want to go to as a newbie. Just don't let a taxi driver take you to any club he recommends, get a list from this board of places to go because you don't want to let a driver take you someplace for the most part. Finding transport will NOT be a problem.

Remember, you are landing at midnight, immigration and customs you'll probably breeze through (when I land at that hour lately I breeze through) and traffic will be light so you shouldn't be that long to your hotel but remember the airport is not in the city, it will be a little bit. By that time, most things will be turning in for the night for the week days, weekends that's a different story.

Also are you going during any holiday? If you go during holidays it might be different. Do you know the Thai holidays? You don't mention time of your trip here so if you are planning during a holiday then things are different.