For me I can't find much of a difference between Bangkok and Jakarta, it's hot, humid and crowded. So I hunt only for the food and local product like Boots and buy cheaper stuff from The Body Shop, for us ladies it's like shopping haven. The foods, the clothes, the toilettries are cheap, really cheap that we really feel like a steal.
MBK: Great to shop local product like their art and craft too. Very hot and humid outdoor so drinks those coconut there.
Pratunam: Nearest and convenient hotel near by is the Princess Pratunam (Singaporean loves this place). I like since the building is full with air conditioner and each level sell different items (like ladies clothing, men attire, etc).
Siam Square: Shopping galore for those who have money more than statistic, branded goods and the place also more luxurious than other.
And lots of other, just ask the locals and hotel folks.
What I dislike about Bangkok is the grumpy taxi driver that can not speak english properly and keep yealling at tourists. But I also found 1 taxi driver that so nice, he take me back to the airport Suvarnabhumi with full smile, speed and even keep playing me movies inside his cab. God bless you for your kidness, sir.
The food: I love Thai food, they are sweet, sour, spicy and very tasty.
Must try: Green Curry (either with chicken or lamb), Pineapple fried rice, Tom Yum, Rice Noodle, and everything you can eat while you are there :)