I'm reading Bangkok Tattoo by John Burdett now. It's a fun read and provides some interesting insight into Thai culture, even though it's written by a Westerner. Bangkok 8 by the same author is supposed to be just as intriguing.
Update: I finished reading this book and didn't have the best aftertaste. It was entertaining and I'd still recommend to anyone interested in Bangkok. But the more I read, the more bothered I became that a Western man was writing as though he had Bangkok totally figured out. Seemed a little smug. But let me know what you think if you end up reading it.
