I have been to Thailand 6 times. I spent 2 months last year there. Been to Bangkok every trip, Pattaya and few islands. Chang Mai is in the north in the mountains. Never been but it is suppose to be very nice and not as hot as Southern Thailand. I love Pattaya because lots of gyms and plenty of "supplements" at great prices there. Plus a few smaller beaches which are fun near to Pattaya. These are a things I suggest doing in Bangkok.

1) The Grand Palace. 500 baht about 16 bucks admission fee. It is cool and very historical. The King use to live there.
2) Wat Pho-(the Temple of the Reclining Buddha), or Wat Phra Chetuphon, is right behind the Temple of the Emerald Buddha – it’s a must-see for any first-time visitor to Bangkok. Also very close to the Grand Palace
3) Wat Arun-(nicknamed the 'Temple of Dawn') is partly made up of colorfully decorated spires and stands majestically over the water.
I suggest seeing it a sunset or night. It is also pretty close to the Grand Palace but across the river. You need to take the water taxi.
4) Chatuchak Weekend Market-awesome market open on Saturday and Sunday. LOTS of stuff to buy.
5) Muscle Factory-biggest gym on South Asia. Tons of equipment. Be warned, NO AC!!!!
6) Since this is a "muscle board" you gotta try out the juice in Bangkok. Soi 4 in Nana, on the main road near the leather shop has good gear. Takes one day to get it. You pay half then half when you pick it up. Also a great pharmacy near Pat Pong Night Market.
7) Amphawa Floating Market-you ride in a little boat, up and down a canal buying stuff. Food, souvenirs and other stuff. Unique. I forgot what it cost.

****There is a night life which is CRAZY in Bangkok. I went with a buddy in December who likes this crap, some WILD stuff. Live sex shows, etc. Not my thing but Nana and the Pat Pong area have plenty of this stuff****but be warned LOTS of crooked Thai girls looking to make a quick buck.