For clubs, if you are looking for someone you dont have to pay for. Either go to the clubs targeted for foreigners (Climax, Levels, Insanity) and pick up a foreign girl or learn some thai and go to clubs targeted at locals (Route 66, Onyx, Nunglen-Escobar, Wip168), to pick up some university girls. Both options are obviously harder than the easier option of just paying a girl.
Best currency exhange is SuperRich1965 (http://www.superrich1965.com/location.php). They have quite a few branches spread out but you should be staying around sukhumvit so should either frequent the chidlom or the asoke branch.
In sukhumvit, to walk from soi to soi roughly takes less than 5 mins. For reference, to walk from Nana Place (Soi 4) to Soi Cowboy (Soi 23) takes roughly no more than 15 minutes. Slightly more if its crowded and if you stop by the road shops to take a look at what they are selling. If your hotel is deep in the soi, you can always take those motorcycle taxis and tell them to bring you to the main road. They will try and scam you so be sure you negotiate. It should cost no more than 20-30 baht.
For clothes for 5 days, I would suggest 1 pair of shorts and 1 pair of jeans/chinos is sufficient. 2-3 t shirts/polos, and 2 dress shirts is fine. When I go to clubs in bangkok, I usually always wear a pair of loafers, and either jeans with a tight fitted t shirt/polo, or chinos with a tucked out dress shirt. If you go to nana plaza/soi cowboy, shorts is fine too. But if thats too casual for you jeans and a t shirt is fine too. No need to wear a suit unless you really want to impress. But also take note, its hot and humid in bangkok. During the day, t shirt, shorts, flip-flops is fine.
For chiang mai, I am not 100% sure as I never been there but at night it is definitely cooler than Bangkok. Maybe bring one thin long sleeve t shirt and buy those thai harem pants to sleep in. Other than that, during the day the weather is pretty much the same.
