There are a number of markets in Bangkok with two main ones to go to. The biggest and most famous is Chatuchak Market and then there is the Night Bazaar Market. The nigth market, Lumpini Night Bazaar, sells the same kind of items as Chatuchak but Chatuchak is at least 5 times as large and sells many more items. The difference is that the Night Bazaar is open every night whereas Chatuchak is only open on Saturday and Sunday.
You can also find a market of sorts sprawling along Silom road and running the length of bangkok's famous Patpong, wedged between the girlie bars. It's the Patpong Market and is more a large selection of stalls than a true market but it's worth a visit if you've not much else to do but there's not a huge choice and is aimed at fake CDs, fake DVDs, fake watches and t-shirts. You can buy other items but the selection is narrow. The Patpong Market is a bit rough and the vendors / stall owners can be aggressive and rude.
Running along Krung Kasem Road in the center of Bangkok is Bobae Market which is a famous market of clothing retailers. There are over 15,000 stalls selling wholesale goods that are of decent quality and worth considering if looking to ship home clothing items to sell. Bobae Market is next to Bobae Tower which itself has 1,300 clothing and fashion stores under one air-conditioned roof. Bobae market has been going for at least 30 years
In competition to Bobae is the recently opened Platinum Fashion Mall which is aimed squarely at clothing and fashion. It does not sell brand named fashion. It is non-branded clothing for men, women and children and is a great place to buy casual wear and even for exporting in bulk. All can be arranged by the vendor. The Platinum Fashion Mall is also central to Bangkok and close to Central World, Siam Paragon, Gaysorn and Pantip Plaza and is in easy walking distance from all.
You could even consider Kao Sarn Road as being a market as both sides of Kao Sarn road are lined with stalls selling all kinds of goods including t-shirts, CDs, DVDs, shoes, swimwear and most things that travellers might buy before going elsewhere in Thailand.
Bangkok is littered with stalls in all the tourists areas. They all sell the same things which primarily consists of CDs, DVDs, T-Shirts and souvenirs and in this respect, much of Bangkok is a market and so you'll only really need to go to a market if you are looking for more than is on offer at these stalls.
It's worth noting
That many Thai souvenirs are wooden and if you try taking wooden items into some countries, you'll have these items confiscated. This is particularly true for Australia which has a strict policy against importing wooden items.