You can drop at Lumphini MRT station and the Night Blazzar is just beside the station, It opens at about 6pm till midnight. You can try the foot reflexology and massage there for about 250 to 350 baht per hour. There are about 800 stalls selling from souvenirs to clothes and shoes. Bargaining is a must. Many tourists goes to the Chatuchak weekend market but the things in this night blazzer is cheaper if you know how to bargain. Wholesalers do set up their stalls there. You can also enjoy the local fare there. The sausages with bacon(10 baht per stick) and Siew Mai is nice(about 10 for 25 baht).
If you would like cheap bargains but would not like to shop in the heat then head for Suan Lum Night Bazzar. The shops are more orginised and there is a big food court you can go to which opens till late at night.
Suan Lum Night Bazzar Monument is found at the police checkpoint area.
You wont miss it if you walk around.
Its is near the Food Court.