Thought you would like to know, Bangkok imm office has moved to new premises. There is a detailed map on http://bangkok.immigration.go.th.
There is also a lot of other info here but the English language link doesn't seem to work It is now possible to book appointments and fill forms on line. There is also a complete list of foreigners granted residency in year 2005/6 299 persons in total. Mainly Chinese and Indian, but surprisingly some farangs are listed as well.

According to the map.it looks like the same location as before!