It is somehow unfortunate that Bangkok for the average Westerner is linked with its vibrant nightlife, the sex shows, and its sex industry. The city has a lot more to offer. The cuisine (for those in to gastronomic pleasures) is second to none (whether Thai or other Asian, European, etc.) and usually very well priced.
Shopping in Bangkok can be incredibly rewarding, and I am not referring in those tourist-orientated stalls on Shukumvit Street. There is a wide variety of other options, from art and antique shops to the massive shopping centers like MBK (see below).
In Bangkok, you are spoiled for accommodation, and if you read your Rough Guide, you will find the best option for your budget.
More interestingly is the human element of Bangkok, the Thai people: friendly, engaging, and polite, with a philosophy, life approach, and culture that can teach so much to us Westerners. The Thais will make the difference between a pleasant stay and an unforgettable one.
Quick Tips:
If Bangkok is a stopover city, for a further afield destination, make a provision to spend more than a day there.
Best Way To Get Around:
Bangkok can be very hectic, but currently has a very unfair reputation about its traffic. It is perhaps true that traffic in Bangkok was an absolute nightmare some 15 to 20 years ago, but this is no more the case.
My favorite way of getting around is a combination of taxis (ordinary metered ones, not the tuk-tuks) and the Skytrain. Tuk-tuks tend to be a rip-off for tourists and certainly not the safest option.
Using the river transport along the Chao Praya river is another option, very scenic and interesting (and gives a totally different perspective of the city), but not necessarily the overall fastest.