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Bangkok is probably not the best place to learn to ride a motorbike. Make sure you get an automatic; you'll have enough to worry about while driving without having to pay attention to switching gears.
My friend has a proper motorcycle but it's not very useful in the city and he's trying to sell it. It's not nearly as maneuverable as a motorbike and is generally a pain if you aren't traveling long distances on highways.
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Check out my Bangkok bike. VFR 750 with MotoGP body kit. I had it for a couple months then sold it. It was fun but pretty quickly it wore off and it was just impractical for the city. Sounded killer though.