The biggest market by far is Chatuchak (conveniently so, given i love no name is there). Its best to go early morning at the weekend. The Nancy Chandler map of Bangkok (but from Asia Books and elsewhere, very handy)has a guide to the stalls as they tend to be by product. Stay anyway from the animal section, it is quite distressing.
There used to be an underground market which was in a building that has now been pulled down. Most of the stalls seem to have gone into the MBK Centre. It`s all the copy stuff - jeans, silver, leather belts bags etc. As you mentioned, Patpong is still going as well
saphan mai ,Ying Charoen .Close to Or Tor Kor Market, take a taxi or bus number 543 Tor Kor to Saphan Mai Market or from Mo Chit station.no tourist stuff this is food nd clothing for locals but very cheap.