As mentioned above, anything imported from US will be costlier than getting it back home. Reasonable deals can be found on the cheap multi-LED chinese stuff, but make sure you have them test it first. You will also want to check the tint.
Besides Chatuchak, you can check out Pantip Plaza, ground floor. Its mostly a computer place, but there is a lot of other stuff there you can use. You can find Eneloops, Li-Ions (123-sized, mostly) and NiMH batteries, chargers, etc.