Options are endless. Chatuchak is a weekend only market, and is a dizzying flea-market with just about anything you can imagine.
Here are the must-visits if you are interested in shopping:
MBK (indoor version of Chatuchak, slightly nicer)
Central (best food court ever)
Siam Center (artsy / hip)
Siam Paragon (high end)
Those alone will take days and days to get through. Siam (the BTS station) is a good place to get off and explore. They have street market shopping across from the Siam centers that will keep you busy a while too.
Make sure to go all the way up and hit the food courts in these places (MBK has one that is decent, but Central's is really good) Paragon has some good food options on its ground floor. Central World has a crazy upstairs that was recently finished. Restaurants, food stalls, grocery store, etc. Just nuts.
Also, hit the department stores, like Tokyu and the one in Paragon. You can find some good deals. about 7 years ago
Pratunam is where local people shop. There are many new stores that opened recently. Another place is the Old Siam Monument which is located in Pahurat in the heart of downtown Chinatown. Sampheng Lane is the wholesale district. If you're staying somewhere on the sky train line, the easiest way to get to Chinatown,Pahurat, or Sampheng lane is to take the Skytrain to the Asok station which is a interchange station that has the underground train. get off at the ASOK station, go to the bottom floor and buy a ticket to Hua Lamphong. Get off at Hua Lamphong and walk to #3 walkway to Hua Lamphong station. the walk is about 100 yards taking a escalator to the top. Walk to where the taxi's are located and get on the taxi's on the OUTSIDE AREA so that the driver can take you to Pahurat the fastest way. Otherwise you could be sitting in traffic for a long time.If you start at Pahurat, you can cover that area and walk towards Sampheng and then end up in Chinatown. when you're finished shopping, get a cab back to Hua Lamphong underground station to beat sitting in traffic. it takes about 20 minutes by train to get back to Sukhumvit area. Always ask someone the direction going towards Sampheng or Chinatown. he shopping is awesome. Everything is very cheap. Lots of fabrics,beads,bags,shoes,clothing, all kinds of fresh fruits. When in November are you going to Thailand? about 7 years ago