1. Try some michelin star thai food, relatively cheap for tasting menus
2. Walk down Soi Cowboy at night. Go in if you're feeling adventurous, but just knowing that it exists is very interesting for me as someone born and raised in the US.
3. Check out Bangna market in the day time, and various night markets.
4. Khao San road is a party place for foreigners.
5. Cheap thai massage / foot massage (300 baht = 9 dollars an hour)
6. If you like sharks, Ocean World is beneath Siam mall