Depending where you are staying, getting around in Bangkok is
really easy. The BTS and the MRT will bring you to most shopping
and makan places. They are also quite cheap.
Most smaller eateries will also have English menu with the prices
clearly stated. Obviously places like Patpong will charge you an
arm and leg for a meal. You might want to give the World Central
Plaza a miss (though it use to be quite upmarket) as it is
undergoing major renovation. Siam Square/Siam Discovery Centre/ and
the newly open Paragon is quite upmarket - alight at the Siam BTS
station. Alternatively, walk, or change BTS to the next station -
University and get to MBK or Mah Boon Krong. Good and cheap place,
expect to pay 199 baht for a good quality t-shirt (at XXL
even).
You can also get to Chatuchak weekend market (not sure which
station - but both BTS and MRT goes there). Cheaper stuff
here.
DVDs are not cheap so don't bother.
Can't talk about the sex or massage, not into these stuff.
If you can state where you're staying, I may be able to offer more
tips.