Update: Suan Lum Night Bazaar is no longer there for a few years already as it has been closed down for development project in Bangkok. However, it is nice to see once how the night bazaar looks like:
Previously, Suan Lum Night Bazaar is located opposite Lumbini Park.
I was able to get there through a Skytrain to Sala Daeng stop.
The night bazaar consists of a big area with lots of things to be seen ranging from clothes, crafts, food, paintings, etc.