Safety & Etiquette
Safety in Bangkok
Bangkok is an extremely tourist friendly city. The locals are kind and their smiles are genuine. But like anywhere else in a large city with a popular tourist destination comes its fair share of scam artists and bold faced liars attracted to tourist money.
For an example there are a few guys standing around the entrance of the Grand Palace who insist that it's a holiday so the Grand Palace is closed. Meanwhile there are dozens of tourist streaming in and out of the entrance.
In general most scam artists are harmless but are very annoying and persistent. They earn their living by convincing unwary tourist to go on a shopping for worthless gems or tailored suits. You can usually spot scam artists easily. They are dressed well, speak a decent amount of English fluently and hang around areas frequented by tourists. They will certainly approach you if you are reading a map or have a camera hanging around your neck.
It's tragic that many well meaning friendly Thais with the intent to help tourist are usually rebuffed by tourist who assume their motive is disingenuous.
Crime is relatively low in Bangkok but petty theft such as pickpocketing happens in crowded areas like Chatuchak Weekend Market and Patpong's Night Market. And there are rare instances of purse snatching via motorcycle.
Bangkok is certainly safe for women travelers, but of course common sense should always be used. If you get a bad feeling about walking into an area you're uncomfortable in then leave. Some Thai men may try to befriend but if you want to be left alone do so politely as anger will escalate the situation. Most importantly never leave your drinks out of sight, (this goes for men too) tourist have been drugged before.
Police presence in Bangkok is strong but if you ever need assistance it is best to contact Bangkok Tourist Police by dialing 1155. The call is free at any payphone but I always suggest travelers to carry a GSM capable mobile phone in Bangkok. Tourist police speak English and a few other common foreign languages. The regular police's phone number is 191 and is also free at any pay phone.

Entrance to Grand Palace
There are a few other things you should look out for such street and road construction. Many of Bangkok's sidewalks are in poor condition due to constant construction. So you may come across pot holes. Also most pedestrian sidewalks are turned into expressways for mopeds and motorcycles when the streets are clogged up so do be vigilant when traveling with young children. I suggest using Bangkok's Skywalks that are available in certain shopping areas all the time.
Etiquette in Bangkok
Perhaps one of the most important things to remember while traveling in Thailand are the words "Jai Yen Yen" translated cool heart. It's easy to get upset when it's hot, you're sweaty and the local Thai restaurant you ordered your food in made it extra spicy instead of non spicy because they misunderstood you.
Thais frown upon people who lose their temper and in most cases will get you nowhere nor resolve your problem any quicker. Speak low, a raised voice though innocent can be easily misconstrued as anger. Smile and your communication will go a long way.
Now just because Thais frown upon temper this does not mean Thais do not show anger or resentment. After all they're only human too. I've read too many guide books suggesting tourist practice speaking Thai with people selling souvenirs and such in outdoor markets. My suggestion is if you're not interested in buying then don't bother the poor shopkeeper for the sake of sharpening your Thai language skills.
If you do find something you like it is customary to haggle. However, don't give the shopkeeper a hard time trying to get them to lower the t-shirts price by B10. Thais are well aware that B10 is a very small amount to most foreigners.