For new ones, check out the shop of the distributor, Niks Thailand,
http://www.niksthailand.co.th/, at Silom.
There's a shop at Carn Issara Tower (I keep forgetting the name) on Rama IV. It's inside the tower, on the ground floor. Fotofile on the ground floor of MBK usually has a couple of used lenses as well, but no great selection.
You could also check out Fotohobby on the third floor of Silom Center, entrance directly from Sala Daeng skytrain station, and very near Charn Issara.