Best and most diverse market is in Chinatown. We'll worth a visit. Pretty much every neighbourhood has it's own "wet market", where you can spend hours and hours browsing.
If you find yourself with a couple of hours to spare, try and get to Talaad Thai (translated as Thai Market). It's the largest wholesale fruit, veg and produce market in South East Asia. 200,000 people and 60,000 vehicles pass through every day.
The weekend market at JJs is worth a visit to, at the end if the BTS line. They sell everything, including fighting cocks!!