Wow - just came back from 2 weeks in Bangkok (I live in Korea) and spent 4 nights at Gazebo rooftop club in Khao San Rd Bangkok. I read the Singha / lonelyplanet best bars guide and they were in the top 5 bars (http://singha.lonelyplanet.com) so I tested them out.
Three live bands every night (real bands, not 2 guitars and a mic), open air rooftop bar, shisha pipes on every table - and a nightclub on the side, it was way too much fun. I liked the Club in Khao San Rd also, but Gazebo was open late and the music was excellent, the DJs in the nightclub were great on 3 of the nights, on the fourth night (a Monday) not so great but you can't be too picky on a Monday.
I recommend anyone going to Thailand and staying in Bangkok to go to Gazebo Club Khao San Rd, I will go back again next time - I miss it already! Their website is here http://www.gazebobkk.com
I scanned their flyer and uploaded it (see photo)
They are on Facebook here: http://www.facebook.com/pages/Bangkok-Thailand/Gazebo-Club-Khao-San-Rd/49897678247?ref=mf
Dress Code: You can wear pretty much anything, but you will fit in better if you wear a good pair of shoes and slip on a t-shirt or collar shirt rather than a tank top.