I normally would not mention something like this, as it is not directly photography related, but the new Bangkok Art & Culture Center at the Rama 1 / Phayathai Intersection, across from MBK, is really an interesting addition to the art scene in Thailand.
It is great space with lots of interesting paintings, sculptures, and installations of all kinds. All Thai artists and very progressive subject matter in general. There are satires on modern takes on Buddhism and other kinds of interesting modern art.
The interior itself is something of a cross between the Guggenheim and the MOMA in New York City. Definitely a first of its kind in Thailand and possibly in all of Asia.
They do feature photography as well from time to time and there are a few photographs on display at the moment. You can enter the building right from the sky-train bridge at National Stadium and they are open every day except Mondays. Also, they close at 9PM, which is handy. Entrance is free and note that most of the artwork exhibitions are on the top 4-5 upper floors so start heading upstairs when you get in. The lower floor spaces are still mostly empty and it looks like they are still fitting them out at the moment.
http://www.bacc.or.th/en/aboutus.html