Although the large shopping malls and international hotels often sponsor a cultural show, most travelers experience the Thai classical performing arts at a commercially staged dance show accompanying a Thai banquet; several hotels and restaurants offer this program. Generally there's a fixed-menu dinner of Thai favorites accompanied by a small orchestra, followed by a dance performance. Combined, you won't get the best food or the best dance.
For a different experience, visit the Erawan Shrine, at the corner of Ratchadamri and Ploenchit roads (near the Grand Hyatt Erawan Bangkok and Sogo Department Store). In front of the large, white marble altar to Brahma, the Hindu god of creation you'll often find musicians and beautifully costumed dancers commissioned to amuse Brahma by a grateful or hopeful worshiper.
Bangkok is huge, and there are nighttime adventures to be found down any soi in the town. If you'd just like to unwind with an evening cocktail, check out what's happening at your hotel's lobby bar; many set up jazzy live music to entertain folks. For the best lobby bar atmosphere head for the Bamboo Bar at the Oriental Hotel (Oriental Lane off Charoen Krung Rd.; tel. 02236-0400), with classy live jazz -- some of the best in the city. For the infamous Bangkok sex show scene, check out "Patpong" below. Bars and discos are all over the city and the main areas are listed below, but small nightclubs pop-up here and there around town (and many disappear just as quickly). If you're looking for Bangkok's gay scene, start at Silom Soi 4.
Silom Road & Patpong--Most visitors won't leave Bangkok without a stroll around Patpong, the famous sex strip and Night Market with myriad streetside market vendors and blocks of bars and clubs. The Patpong scene centers around Soi Patpong 1 and Soi Patpong 2 between Surawong and Silom roads. It's the home of Bangkok's raunchier sex shows, but even if you're not exactly after any risqué entertainment, most visitors come to wander the Market area (lots of knock-off goods and pirate recordings), at least just peak in the doors of the go-go dens and hit a casual bar or club. It's a good little wander, but be prepared for big crowds and beware of pickpockets.