Look out!

The Thai way of life is noticeably non-violent, and people go out of their way to avoid confrontation. Most Thai people are polite and their attitude to foreigners is one of curious interest, not hostility. Nevertheless, there are always a few who make their money in more devious ways:
Touts
They offer to take you to places of entertainment, tailors, or anything else the tourist might be interested in. Invariably the prices when you arrive will be inflated by their commission. Decline politely.
Jewellery scams
This is a popular form of fraud: incredibly there are still people who can be persuaded to part with their cash for gemstones and the promise of being able to sell in the West for vast profits. Unless you are an expert, forget it and report them to the Tourist Police. (On the other hand, you can buy gold and silver jewellery in reputable shops for fair prices - you pay by weight and the craftsmanship is thrown in free.)
Card games
Yes, there are still suckers who fall for this; there's one born every minute. Don't play cards with strangers.
Travel
Be wary of accepting food or drink from strangers on long-distance transport. There are occasional reports of tourists being drugged and robbed.
The 20-baht tuk-tuk
This is only half a scam, and you can actually use it profitably. Sooner or later you will get into conversation with someone who tells you about this, and will help you to find one, and interpret to the driver. The stories vary, but there are common elements. Special tuk-tuks; they maybe have a different-coloured licence badge; they are subsidised by the Government; something to do with the World Trade Centre. But the common theme is that for only 20 baht you can hire a tuk-tuk for 2 hours to go to as many places of interest as you want. (As a foreigner you would normally find it difficult to haggle the driver down to 50-100 baht to take you to a single destination.) In practice he takes you to maybe three places of interest. Then either the tuk-tuk just disappears, having found a better fare, or the trail ends at a tailor's or jeweller's shop. Of course this is pure private enterprise: the driver is sponsored by the shop-owner, not the government. But you have had a free ride, and are under no obligation to buy, however hard the sell. Smile and enjoy being taken for a ride.
Non-"meter" taxis
In popular tourist areas, particularly after midnight when public transport systems have stopped, you will see lines of meter taxis waiting for fares. Unfortunately, they will refuse to use the meter and ask for three times what the ride is worth. Since the supply of gullible tourists is inexhaustible, it's not worth arguing. Just ignore them and flag down a moving taxi. (While you're waiting, walk forward down the line, in case any of them give up waiting.) Be aware that drivers who don't try to overcharge you may be newcomers to Bangkok, so you may need to tell them how to get to your destination.