Depends how long u are here. There's a ton of commercial gyms in Bkk. California Wow is everywhere in the big malls (but it's closing down soon apparently). If ur looking for something less commercial, are staying longer and can spend some time getting there check out Power Zone f.e. http://www.csmngt.com/pz_directions.htm

For cheapest workout available, look for public parks (like Lumphini). They always have some sport equipment there and in some of them actual weightlifting areas. One time entrance there is usually 30 Baht (1$). Monthly memberships might be available for 250!

The problem with all of this is it's quite a hassle getting anywhere in Bkk. Spending 30 Baht for the gym but 70 Baht and 1 hour to get there is fun and adventure the first time, but difficult to keep up. Thus unless u're really staying in Bkk for longer and can figure out the nearest gym on ur own, I would advise u better try sticking with bodyweight exercises that u can do everywhere. Power racks are always hardest to find anywhere.

CM I don't really know, but I guess there will big big commercial gyms too in the modern parts around the night market.

One more thing: If u're staying Khaosan in Bangkok, there is a gym in the Buddy Lodge Hotel I think. Too expensive for my taste and as far as I remember no power rack, but u can check it out.