The Silom Village Shopping Arcade
Silom Village is one of Bangkok's oldest tourist-oriented shopping arcades. It was a going concern when I first visited Bangkok in 1987. There have been a few attempts to replicate it, but none of them have achieved the success of the original. The arcade combines several shops selling souvenirs of all kinds with an large array of restaurants, at least two of which also have shows of traditional dancing or other entertainments. There's also a small hotel.
Neither the souvenirs or the restaurants are really worth a special trip, but if you're staying in the lower Silom area, Silom Village would be a good place for a nice night out.
You can find more information about Silom Village on their web site.
Getting there: Silom Village is on Silom Road near the Surasak Road intersection. The closest Skytrain station is Surasak.