10 years ago I loved the Saxophone pub and yesterday I found out it's still great! They host live music every night (usually multiple performances) and the quality of the jazz is top-class. There is no cover charge, but the prices are slightly higher (we paid 140 baht for a big saxophone shaped mug of draft beer). Then again, you get a free concert, so it's not that bad.. Easiest to get there is to take a taxi or skytrain to Victory monument. It's on Victory point, a sort of park/market in the south-western point of the square. See their map on the website.