The first sight I visit in Bangkok is always the Wat Saket temple. Standing elevated on a small hill in the center of the old part of the town it enables you to get an overview of the maze of Bangkok. Don’t miss the stairs up to the roof of the Pagoda in one of the corners of the hall once you made your way up. Don’t forget to ring some bells on your ascend to let people know you’re back in town.
At 20 THB the entry to the temple can be considered cheap. For an extra 50 THB you are able to grab a lotus, some incense sticks and make your offering to the goods of travel. Just watch the locals and follow their pattern to make sure you are not missing out an important step.
Stay atop the building in the afternoon hours to see a sunset over the city and wait for the rest of the lights to be illuminated. There is not much more you can ask for in a sight.