It's generally safe travelling in Bangkok. Always practice awareness and be mindful of where you go. Don't stay out too late. Language can be tricky especially with cab drivers and always carry a hotel card with you. Taxis are all metered and should there be any issues, let the taxi bring you back to the hotel and let the hotel staffs assist. However, travelling by the skytrain is the best solution and you have to select a hotel along the train line.
Shopping, partying and spas are great in Bangkok.
Don't carry too much cash and always you might want to keep a 1K Baht in your shoes or undies for emergency.
Tourist police can be helpful should you get ripped off, but try to shop in nicer shopping centers. Should you shop along the streets or in Patpong area, try haggling. It should be fun! For a start, try to haggle down by at least 70-80%. If they don't budge you walk away and wait for their reaction. After a while, you will get the hang out of it.
Spa treatment is a must! Go to the better spa though for a wonderful relaxing time. I use to start my trip off with facial, manicure, pedicure, foot massage followed by a Thai body massage. Way to start a wonderful trip.
Hae a great trip!