A great time to visit Bangkok is during the Christmas time until in the middle of January.  It's beautiful and weather it's good for travelling. 

While it may rain a lot during rainy season, it cools off the steamy weather a bit, so if you don't mind getting your feet wet and carrying an umbrella, it is a good time to visit.  Hotel prices are often down by 1/3 to 1/2 during the rainy season  - which tends to fall between May and October. 

A good chart for average monthly high and low temperatures and rainfall is at this Bangkok Weather Page - along with the current  at-the-moment weather reported from both Suvarnabhumi and Don Muang airports.