Makaaa I too like you, enjoy great tasting seafood. But unfortunately, when it comes to fresh live seafood Bangkok prices tend to cater to tourists. There is a fave of mine, I think is close to soi 24, that is a seafood restaurant, where you choose your seafood from the tanks, they weigh it for you and cook your way, and use the sauce you prefer, steamed, fried, sauteed, sauces can be curry(green, yellow,red), spicy, oyster, XO sauce, thai fermented shrimp or fish paste, you name it they will do it.
If you have the time, a trip to Chinatown, is good and quite reasonable, not to mention the seafood is alive in tanks too. Go there for lunch and have some dimsum with your seafood and prices are cheaper than being in the touristy areas such as Emporium/Siam Paragon, or the big hotels that have chinese restaurants.
I did have an outstanding meal at the Hilton Riverside once. I can tell you the seafood was superb, and the dimsum was very tasty. The entrance has a small kiosk that sells tea of various grades and varieties. If you are a tea fancier, like I am, it is worth a visit for some rare and hard to get teas.