If you haven't been there before, first of all, buy a tour guide book.
Seondly, buy the package, you can see www.wincastle.com.hk, because they have free of charge pick-up service even at midnight from the airport to the hotel.
You better stay in a hotel near to BTS station, I stayed in Davis Bangkok last time, quite okay for facilities and not very expensive. There is Emporium Department Store nearby.