One of the best street food markets in central Bangkok is Sukumvit Soi 38—right by Thong Lo station on the BTS. Some of the stalls are open during the day, but the market really kicks-off at about 5pm.
The fruit shakes are so good they're addictive—especially the passion fruit and banana. If you're hungry I'd recommend the fried tofu, the som tum (papaya salad), and mango sticky rice. Almost anything on this street is delicious! Just watch out for cars as there is always quite a lot of traffic!