Saffron on 52nd floor at the Banyan Tree Hotel, also on South Sathorn ...
Sra Bua by Kiin Kiin at Kempinski Hotel (rather expensive but spectacular - just got a Michelin star)
Mezzaluna at the Dome (Lebua Hotel) - expensive too, but unbelievably tasty menu! Just got 2 Michelin stars
Erawan Tea Room at Hyatt Erawan - modest or normal prices, but yummy Thai food
So much more if you don't mind the trip and the prices ...