Yes it rather depends on what you're shopping for. My suggestion would be to get taxi up to Panthip Plaza in the morning, after finishing there walk back down (towards Nana) a little and cross the road you'll find a ton of clothes shops/markets. After there keep walking a little more you will reach Pratunam (complex) for yet more clothes (some great stuff actually you won't find sold in most markets). Note where it is then turn left down the road just before it to get to Pratunam market.
Back the way you came to the Pratunam building then cross the road there are a couple of shopping centers and Big C. If that hasn't taken up all your time get a taxi to MBK then look around there before crossing over to Siam center.
Nighttime you can look around the stalls all around nana/sukhumvit road area.
Day 2 I'd either try to make the Weekend Market (if possible) or failing that hit up the MBK area (you'll probably have ran out of time on Day 1). Evening take a trip down to Suan Lum Night Bazaar, if not just for the shopping it's a nice night out. It's best to do the markets last I think as they're both tourist traps for those not aware on the values/prices. Lots of sunburned falang chicks there buying crap and happy because they haggled and "saved" 20 baht.
Last but not least back to Nana for what hully suggested as the best kind of shopping
