If you're up for something really weird, I'd go for an old department store called Nightingale-Olympic which is literally the strangest thing I think I've ever seen. It's in the Little India area of the city and it's essentially a department store that's completely stuck in time. You just have to see it to believe it!
If you're in the mood for a traditional Thai massage, try one of the Health Land Spas. I had a few treatments there and they were all good. Just be prepared to wait quite a while as they are very popular and without a reservation they can get very crowded!
The best part about Thailand in general is their outdoor markets and you won't be disappointed especially in Bangkok if you go to Chatuchak Weekend Market. Its the world largest weekend market and has a lot to offer in terms of food, shopping, and cultural experiences. I mean half the fun is not getting lost! It only happens on the weekends so be prepared for that and make sure you have cash on you. Don't be afraid to bargain, try Roti Saimai which is sugar-floss wrapped in a crepe-like bread. Being that you are from Brussels, maybe you will be impressed. Also try Klong Lat Mayom Floating Market (ตลาดน้ำคลองลัดมะยม ถนนบางระมาด Bang Ramat, Bangkok 10170, Thailand) for a surreal shopping experience where all transactions are made via a boat. You will find the freshest fruit there and that's where the locals go and conduct their business. Its a fantastic experience that will assault all your senses (in the best way possible!)
In Bangkok try to pick a nice hotel near the BTS lines (particularly BTS Siam). It's easy access to cheap transport. Visit the Madame Tussauds Bangkok, Jim Thompson House and shop in the nearby malls for good deals on silks. Take the BTS to the riverbank and hop on a boat tour. The same will drop you off at the Wat Pho where you can get the best Thai massage ever. Then head over to the Grand Palace next door. No shorts or sleeveless tops or you need to wait in a long line to rent clothes. I strongly recommend the street food. It's finger licking good.
In Phuket, you can find a lot of reasonable accomodation around the popular Kata Beach area. Rent a bike to move around easily. Beware of the Tuk Tuk's as they are very expensive. :) You must visit Phuket FantaSea and take at least a 1-day sightseeing tour which should include an elephant ride, a canoe ride and a lot of other interesting things.
Most of all, have a fun trip.
Bangkok is HUGE so depending on how much time you have you should research and pick and choose from some of the following, especially as they are all in different areas of the city:
- the weekend market - only open on the weekends, northern area of the city, you can buy everything from pets to purses here.
- trip on the Chao Phraya River (sp?) - just grab a taxi up and back on the river, they run from a number of piers and are a great experience
- don't be afraid of the street food - dive in and enjoy, and if you don't like it, pitch it, it is soo inexpensive.
- Grand Palace - if you are sick of wats, too bad, this one you have to witness in all of its craziness. Check hours as it closes on weird days and early
As for Pattaya walking street is a great place to cruise, not sure how old your kid is....
I stayed at the Aloft Bangkok - Sukhumvit 11 in Bangkok on Soi 11. Great hotel on a great street with a lot of new restaurants and bars. Oskar is a bar/restaurant right across the street from the hotel. Excellent!!