Yes, I recall My Way- I assume you are referring to the Bangkok, not the Phuket one. It was the only bar in a dead-end soi near the Pan Pacific Hotel (I think that was its name.) I went there on my first trip to Bangkok. A very nice guy accompanied me to a scuzzy short-time room. In those days I was too shy to take him back to my my hotel. My only other memory is that the go go bar had a screen showing gay porn of questionable legality.