I've been Bangkok quite many times and have been staying at different hotels on every occasion...so far, I liked
Arnoma Hotel the best (it's about slightly more than 5mins of walking distance from their MRT station) and has a shopping centre beside and opposite it. It's located at a main road and the hotel room is quite spacious and hotel staff are friendly. It's 4 star I think.
But the most accessible is P
athuwan Princess hotel which is located AT the MBK shopping centre itself. It's like the most central location and has a nearby MRT station too. But this hotel is 5star and will be quite pricey.
I've also stayed at
Grand Diamond (not near MRT, but nice room),
Bangkok Palace (cheap but room quite shabby and need to walk about 1 block away to get to main road, not near any MRT. Nice room service food though
),
Narai Hotel (cheap but room not too good, located at a main road but it's not really near the main shopping areas as compared to the other hotels I've mentioned.)
Personally, I prefer to travel by MRT in Bangkok since it's very convenient and it even goes to Chatchuchak weekend market as well...because their cabs though are cheap but may take a longer travelling time due to congestion.