You'll find a lot of young gay Thais living in the area, it's well off the tourist map so take the opportunity of getting a local taste of gay culture when you can.
Huay Khwang has some of the top Thai gay nightclubs in town
The gay nightclubs are friendly to foreigners of all kinds so don't be shy. It's an absolute delight to join the Thai party that erupts every evening and lasts until early morning. You'll feel very much welcomed by the friendly Thais boucning up and down the latest beats.
Note that Thais like to go out and party in groups. Most of the nightclubs will sell single drinks but more common is to serve a communal bottle of whiskey and small bottles of "mixers" (soda or coke) and a bucket of ice. If you decide to go with friends but finishing the bottle of whiskey is proving a bit of a challenge; don't worry. You can leave the bottle at the club and you'll get a card to retreive it on your next visit. You can also take it home, you just have to pay a small fee to settle the tax charge attached to bottles of liquor by Thai law.