The Khlong Saen Saep Express Boat consists of two lines, the Golden Mount Line that runs from Panfa Leelard next to the Golden Mountain temple to Pratunam (near Central World) and NIDA Line that goes from Pratunam to Wat Sri Boonreung. Both lines are interconnected. Khlong Saen Saep Express Boat stop near Nana and Asoke (Sukhumvit). Using these river shuttles, may allow you to find an original and cheap way to go from Sukhumvit to Wat Saket, temple of the Golden Mount or Jim Thompson House. Avoid this service during peak hours in the morning and evening, the boats are crowded !
The Bangkok Skytrain is called BTS. The trains have air condition and let you go over the heavy road traffic in the capital but you can not go everywhere even if connected to the Chao Phraya Express baots, it can let you go to major temples in Bangkok.
Bangkok subway is called MRT. The metro line only covers a small part of the city even if connected to the BTS it offers more opportunities. The MRT is veru clean, has air conditioned cars and is especially convenient to get to Hua Lamphong station.
Taking the bus to get around is clearly not the easiest mean of transportation to use for a foreign tourist in Bangkok neither the fastest one but it's the cheapest one. Bangkok bus network is wide and you can go almost anywhere but just need to be patient.