Hi, I’m a native Bangkok one.

I don’t know which style you want and budget you have. Anyway, Jatuchak Market is the most famous. I recommend if you need really Thai-local (ancient, wood, texture, etc.). Price is vary and there is oversea shipping service in most vendors.
You can go there by SkyTrain, Mochit station.

Next one is Suan Lum Night Bazaar. The style is like Jatuchak Market but it aims for tourist especially. Go there by Underground Lumpini station.

If you have many money to spend, I see few new and trendy interior designs open in Siam Paragon, newest and biggest department store in town. SkyTrain Siam.