Xcite is an enormous place with a live band, a big dancing area, etc... this club is located close to the bridge that crosses over to Thonburi (still in Bangkok side), in the same compound is a restaurant / pub called "Lighthouse". The customers are almost exclusively Thai and the bands play until the wee hours of the morning.
This place rocked...period! Great modern music from a DJ had me going. You buy a bottle of Johnny Walker Whiskey when you first get there and then just buy cokes to mix it up with all night.
I went to the XZyte club in Bangkok. The place was very local, full of good Sanuk! Drink some, dance alot. The band was real good playing western hits as well as local Thai favorites. The show all in all had a Vegas feel with a comedy act even. Highly recommended fun!
If you are even more adventurous try the place next door. I didn't catch the name but they played traditional Thai music...dance by moving your hands. Groove with the locals, excellent experience.
Dress Code: anything goes, not too uncool.