Bangkok is a major destination in Thailand and still the main entry point with two international airports, Suvarnabhumi (BKK) and Don Muang (DMK). BKK is more convenient as you can take the airport rail link to the BTW skytrain and then to Nana or Asoke station depending on whether your destination is Nana Plaza, Soi Cowboy or one of the massage shops on Sukhumvit. The airport rail link also connects with the MRT so you can easily reach the soapy massage parlours on Ratchada.
In recent times some of the more famous soapies such as Nataree have run into legal issues but there are still businesses such as Emanuelle, Poseidon, High Class and Ocean massage (formerly Colonze 2) in this area. You can take a taxi there or walk from the MRT station.
Back in the day Patpong was also a hotspot but is kind of crappy these days and more of a tourist trap than an actual destination, the pavements are crowded with vendors selling cheap tacky souvenirs. Soi Cowboy also suffers this problem of having tourist through traffic but Nana plaza due to its nature as an enclosed three story square rather than a street is better.
From BKK you can also easily reach Pattaya by airconditioned bus. Tickets are cheap around 140 baht. If you prefer to take a taxi it will set you back 1200-2000 baht depending on how good you are at negotiating, the real price is close to 1000 but you will most likely have to pay a farang tax.
The best area to stay, with the most areas that are interesting for foreigners and access to the BTS and MRT, is Sukhumvit. Nana is located on soi 4. The even numbered sois are on the south side, one end of Soi Cowboy is on Rachada, the other is on Sukhumvit soi 23. Actually soi 23 is an interesting one, many people don’t go further than the entrance to Cowboy but if you do you can find many massage shops that offer good services for a reasonable price.
Cowboy is fairly expensive and most of the bars are coyote dancers, some of whom do not go out. The staff should explain this and point out to you which ones these are when you enter. Crazy House is an exception and is actually not on Cowboy itself but on Sukhumvit soi 23, it is popular with expats for the upstairs area which is more interactive and hands on than most Cowboy bars. Certain bars such as Baccara are notorious for preferring Asian clientele and if you are non-Asian you may be asked to buy a drink outside first before going in.
There are also a number of famous oral bars such as DR BJ and lolitas in the sois around Sukhumvit, as well as countless Asian massage parlours (AMP). What goes on in this places is generally negotiable.
You can also visit the famous Thermae café in the basement of the Ruamchitt hotel which is located midway between Asoke and Nana BTS stations. This is not really a café. It is a basement room where dozens of freelancers, mostly part time sideline girls go to pick up customers. You will know you found the right place because there are ladyboys hanging around outside, they are not allowed inside. You can take out or use one of the hotel’s rooms for a short time.
Outside of the scene geared towards foreigners there are also kapoo clubs aimed at Thai clientele. These provide body to body (B2B) massage and sometimes more. They are not advertised towards foreigners but it is unlikely you would be refused. Just go in and see. You can also try your luck in the clubs and bars of RCA, but you will need deep pockets and Thai style nightclubs are not the same as in the West. Groups buy a bottle and take a table, and it is difficult to break into a group. There is no real dance floor area, just tables.