If you're also keen on museums, or want to escape the heat, have a look at Museums in Bangkok.
Go to a Transvestite Cabaret
Have a look at the really pretty ladies in one of the famous transvestite cabarets. The shows are not very sophisticated and all songs (varying from classical western musical to Asian songs) are playback. But the purpose of this show is not to be original, it is to show off the great beauty and femininity of the participants. In-between the pretty parts usually a comedian dressed as a woman makes low level jokes involving kissing (un)willing guys in the audience and farting out loud.
After the show you can line up with your favourites and take pictures with them for a nice tip. [Charoenkrung Road 72-76]Calypso Cabaret