If you're also keen on museums, or want to escape the heat, have a look at Museums in Bangkok.
Ride a Tuk-tuk
Never mind the bad fumes and the noise, a tuk-tuk ride is fun. Smaller than a regular taxi, this 3-wheel vehicle swerves rapidly around other traffic and can make a quick turn if required. Feel the city. For foreigners the price is about the same as for a regular (car) taxi.
Scam warning: Be wary of tuk-tuk drivers offering you a low rate. They get commission for delivering customers to for example jewellery shops. Once there, you will be pressured into buying something you don't want.