We were in Bangkok last May. We found most of our bargains in Moo chit market (also known as Chatuchak). if you can stand the heat its well worth a visit, really easy to find - use the skytrain and its signposted as Moo Chit. There is a real Lacoste shop in Patpong which is much cheaper than here.
Also found some bargains in MBK in Bangkok but the best bargains we found were in Chaweng in Koh Samui, lots and lots of copy designer stuff (bags, clothes, cd's you name it) and most were very good quality. (yes I did come back with HEAPS)! Be prepared to haggle though.