Well not exactly a guide but this should give you some starting points. My last info about these locations was April 2008 so please validate before you go.
- Read this post from last year
- Geo is my number 1 recommendation
- Interesting H1 Complex in Thonglor, nice book shop and lifestyle stores
- Q Concept Stores, beautiful mix of merchandise including fashion, gadgets, antique, etc.
- Thailand Creative & Design Centre
- Manga by Playground! (mind you Playground! in Thonglor no longer exists last time I went) in Central World Plaza is a super hip store filled with designer toys, graphic design books, fashion, furniture, etc. I wonder if this store still exist.
- TRUE cafe in Paragon
- Propaganda, the company which created Mr. P, nice shop but not limited to their own products
- B2S, just so you can see how a very basic stationery category store looks like, in addition to stationery they have books and music as a store concept
There are more interesting shops and department store counters in shopping malls like Paragon, Central World Plaza, etc.
In case you need free metro maps, you can download before you go.