The Club on Khao San Road is a top late-night pick for a night out in Bangkok. It only opens at midnight but doesn't get going till around 1:30am. They offer a discount if you enter early but if not, the entrance price includes a drink and does change depending on the day of the week.
They usually play electronic music with dancers on the stage and smoke machines. It's also air conditioned which is a big plus on a sweaty Bangkok night.
They do ask for ID and it's 21 and up.