Bangkok is peppered with street-side stalls and shops. Sometimes, they pop up at the most random, unexpected places such as a parking lot or narrow alley between two office buildings. At outdoor markets, you have a large concentration of these stalls crammed in one big space. Some markets are specialised in certain goods, such as textiles (Pratunam Market), amulets and charms (Tha Chang), electronics (Saphan Lek) and clothing (Khlong San); others have bits of everything - including (stolen) second-hand goods.
Unlike shopping malls, prices at the outdoor markets are not fixed, so you can always have a go at bargaining for the best posiible price you want to pay. Just remember to do it politely and with a sense of humour.