Bangkok is the best bang for the buck.
Top 10 Things to Do in Bangkok - Bangkok Must-see Attractions
These are the things that a friend of mine recommended:
Go clubbing in Bangkok. The club atmosphere and DJs are amazing! A cousin of mine, who lived in Phuket for 10 years, worked briefly as a DJ in Bangkok. He worked at a local club where he did a 2 hour set as a DJ with guest DJ Jazzy Jeff.
Rooftop bars. There are so many rooftop bars in Bangkok.
Visit the Grand Palace of the Thai kings.
There are interesting vintage shops and museums in Bangkok too:
http://www.bangkok.com/bkk-secret.htm
Thai Massage: My cousin said that the masseuse gave him a great massage. Of course, if you want a "happy ending", it's gonna cost you more money.
I wouldn't recommend the night markets as my cousin said that you need to be wary of pick pockets in certain areas.