Various markets in Bangkok

There are various markets in Bangkok. It depends on what you want to buy.
For a mish-mash of everything then it has to be the Chatuchak Weekend Market - also know as JJ Market. It's only really open on Saturdays and Sundays.
There's a much smaller version at Lumpini which is called the Lumpini Night Bazaar but it's nowhere near as comprehensive.

For clothing, you might want to try Platinum Fashion Mall or Bobae Market.

Patpong night market is small and yet has some items which tourists might find interesting. Patpong is not a nice market and the vendors can be rude and sometimes aggressive.