Hi hakida,
juz be back from BKK few weeks ago, i stayed a Pathumwan Princess, it's v.convenient hotel.
It will be easy for you to go ard.
MBK shopping center, one of the largest shopping center in BKK, juz a stone away. Opp. the hotel is Siam Center, Siam Sq, etc.
As for spa, i'm not sure, but if you want to go massage, all the massage centres are located beside NOvotel Siam Sq Hotel. Juz go to Novotel Siam Hotel, and exit thru the side door, there will be couples of choices.
Tried one called Marble House, also reccomended by some girls here. Quite good though.