Easy, cheap and safe. This is easily the best mode of transport if you want predictability to go to places in Bangkok as the traffic jams can play havoc on your planning and schedules.
It is best to always check for hotels near the Skytrain. Easy to get around to near where you need to go and then hop on a motor bike taxi and you are at your destination.
The Skytrain is known as the "BTS" in Thailand. Ask for the "Skytrain" and you may get puzzled looks. There are three light railway systems in Bangkok, the BTS, the MRT (Metro) and the Airport Link.
The Airport Link the easiest way to get to and from the Airport. The Airport Link has an interchange station with the BTS at Phayathai. The interchange with the MRT is at Makkasan Terminus but you will have to walk on the road to get there. Do not try to take your bags on the sidewalks, as they are not really "sidewalks" they are more like clautrophobic markets.