oh alright. there are a few general places you can go.
ShoppingMBK (Mah Boon Krong) - You can take the skytrain (BTS) and get off at the National Stadium station
Siam Paragon - Similar to paragon in Singapore, selling branded items. Get off at the Siam BTS station
Siam Square - It isn't a shopping centre, more of a huge area. Kinda like bugis village. It is located opposite Siam Paragon. There are no clear signs telling you you're in Siam Square, its just lanes with lots of shops.
Central World - Located near Chit Lom station (where you can go visit the 4 faced buddha aka Erawan shrine) It is 7 stories of shopping. East and West wing. Each wing has a departmental store and on the top floor of each wing there's a cineplex. In between are other shops. Lots of walking space.
Pratunam Market - It is an area around the Baiyoke Sky hotel, the tallest hotel. You can't miss it. It is about 20mins walk from Chit Lom (You'll walk pass Central World along the way) but if your friends are lazy, just take a cab and tell them baiyoke sky. Pratunam market is kinda huge and no distinct building like Siam Square, so you might not know where to stop.
ClubbingDon't forget your passport when you go clubbing and do take care not to lose it!
RCA (Royal City Avenue) - Its not a club but a street where you can find clubs. Kinda like Mohd Sultan / Clarke Quay.
At RCA, one of the hottest clubs is Slim. They play Rnb / Hip Hop there.
When you step into the building (after you go through the gate), turn right and its Slim. Go left and its Flix, over here you get trance / house / techno.
Other places I've yet to try out and suggested by a forumite bangkokboy and some thais i know is Santika. It's located at Sukhumvit soi 63 (street 63). They have live bands there which are supposed to be good.
Another place i frequent is Hollywood. Just tell the taxi driver that name. They will know. Its located at the outskirts of Bangkok and it is like a mini concert. Just open a bottle and you can bring a certain amount of people in.
If you want more info, you can use the names listed here to do searches on Google. You will surely get results, hopefully answering your doubts (e.g. location, reviews etc etc)
i've also posted a topic on Bangkok in
HERE. you can check out the station names and stuff for a clearer picture.
hope this helps, i'm going in September too.