The Sky Bar is an absolute must visit in Bangkok in my opinion. The view is unbeatable, the dome at the top an incredible building success, and the ambiance unique. There is a dress code for this bar, so no flip flops, shirts for the boys etc. and smart for girls. (We learnt this by being turned away after a day of sightseeing, in a very friendly manner however!!)
It goes without saying that the drinks here are pricey – you really are paying for the location so I would actually recommend booking ahead for one of the restaurants as in comparison they are not so highly priced and it will allow you to enjoy the setting in a more relaxed manner. The night we were there a live band performed as well which must have been pretty exciting for them!