The all Famous Khao San Road to Sukhumvit's Soi 11 (Nana) and Sukhumvit Soi 55 (Thong Lor), Bangkok has more than a few good night spots not to be missed.
One of the largest wet market in Bangkok. If you have been to Chatuchak, this is the market version of it. Selling anything from fresh seafood and poultry, to spices and cooked food, to baked goods. You name it, they got it!
Or Tor Kor
One of the smaller wet markets in Bangkok and one of the cleanest I've been too. They mainly sell fruits and cooked food, but you are sure to find everything you need for your daily cooking.