I've only stayed at the Amari Watergate and there is a place called Thai House Massage across the street. Also across the street is a Pantip Plaza a huge IT mall. What is your budget like?

Since they haven't been mentioned yet in this thread, as far as I could determine...

Wat Po for both a traditional Thai massage, and to see the reclining Buddha.

The Royal Barges Museum .

The Temple of the Golden Buddha (Wat Traimmit), and The Golden Mount (Phu Khao Thong) are other interesting sights, as is Vinmanek Mansion (possibly mentioned already in this thread, but this whole Dusit complex is impressive, lot's of small museums in all the houses, and the Throne Hall is a short walk).

Closed to visitors until July :(