Here are some good links that I like that will help answer everything you asked:
• http://www.floatinglotus.com/tmot/tmotonline.html
• http://www.dreadedned.com/directory/index
• http://www.gay-thailand.net/gay-life.htm
• http://www.thailand.com/travel/nightlife/nightlife_bangkok_gaydisco.htm
• http://www.thailand.com/travel/nightlife/nightlife_bangkok_gayscene.htm
Personally, I think Thai gays really love dancing and having fun. So they usually frequent the Silom dance clubs (I like "D.J. Station," "Factory" and "Freeman Dance Arena"). Foreign gays flock "Telephone" in Silom. As for saunas, I love "Obelisks."
Gay clubs in Thailand (especially in Bangkok) is pretty much like those in the US, but the Thai venues are filled with more youngsters than here. US and INTL dance music is played in every club. One thing that I particularly like about the Thai gay clubs is that they have spectacular and fascinating female impersonator shows. The physical features of Thai gay males are different than the Western counterparts; they look slimmer and more femme-like, and they are also very creative with their costumes.
Modern Thai gays in average speak English (ranging from poorly to fairly well to pretty well to extremely well). Most Thai gays, in my view, tend to be ladylike. So they may not be as brave when it comes to meeting a new guy and initiating a conversation--you know, breaking the ice thing. So you'd better be the one to start it; otherwise, both of you might end up staring at each other all night.