The Saxophone Pub near Victory Monument has blues, check their website for which day, it may be Sundays only.
The one near Victory monument is " saxophone"
The greatest blues bar in Bangkok (IMHO) is Ad Here the 13th on Samsen Road near the canal, directly across the steet from soi 2. Blues every night but the weekends are best. Ask a taxi driver to take you to "SamSEN soi song."
Another bar of note, more jazz than blues, is Brown Sugar, nearby on Phra Sumen: http://www.brownsugarbangkok.com/
Plenty of live music every night in the Khao Sans Rd area.
Used to go to Saxophone at near Victory Monument a few years back and the music was great.
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