Go to the Taxi area and take a taxi cab to your hotel. Pick a hotel along Rama I, Sukhumvit Road, Ratchadapisek Road, Silom or Sathorn Road. These are the main roads Bangkok and are well lit and have many restaurants and shops for you. Stay out of dark side streets. Put all your valuables in your room safe or the hotel safe. I prefer room safes.
Make sure where the hotel is, triple check the maps. I stayed in November at I-residence hotel. It's in a well lit area, right across the street from the Skytrain Chong Nonsi station and is border line for women, I think. If you are budget minded, try the Bangkok Cha-Da Hotel starts at USD 36 per night at Agoda.com it's on Ratchadapisek Road right near the Huay Khwang subway station. There is a night market on the other side of the street that's pretty safe. There is also the Palazzo Hotel across the street behind the Emerald Hotel which is okay
There are a number of hotels along Sukhumvit to try, read their reviews to get a good idea of the conditions. If you are saving money and trying to stay in the Khao San road area. Try the Sawasdee chain they seem okay also.
Bottom line: Take a public taxi, don't waste your money on a limo or sedan. Though you would be very secure in taking one. They run around USD 25-40.
The other hotel sites would be sawadee.com, maybe asiarooms.com or even res24.com