Go for a wild ride in the city on one of the tuk-tuks!! There's nothing like speeding on a highway in a tuk-tuk.

Don't forget to bargain with them for the price to your destination though! You will realize that the prices will go up in the night as people are making their way back to their accomodation from the night markets. However, they're a cheaper form of transportation than cabs, where you also need to negotiate prices come evening.
It could be interesting to check out a transvestite club. The girls usually give it a pass but my guy friends have told me it's worthwhile to check out.