You've some famous markets for bargaining like Chatuchak Weekend Market
http://www.into-asia.com/bangkok/markets/chatuchak.php and Bo Bae for cheap clothes (check sizes)
http://www.thailand.com/travel/recre...kets_bobae.htm
Another link is here:
http://www.into-asia.com/bangkok/markets/
I don't know about where to buy western clothes etc.