Street Food is just nice, cheap and delicious. You will find many places in Bangkok to get some Street Food. Usually near to the Sukhumvit Road, get throught the countless alleys, at least near to the BTS Stations you should always some Street Food stalls. For sure near to the shopping center you will find it, cause who wants to go shopping, sooner or later will feel hungry and need a snack or a complete meal.
Go Shopping in the big Malls in Siam, for example CentralWorld, and have some Street Food in the Area around Petchaburi Road.