When I had a PSP, I realized the cinema/restaurant/arcade area of MBK had un-encrypted WiFi. I guess you just need a compliant phone, laptop, PDA, or PSP to take advantage of it. I recall seeing a large list of free Bangkok WiFi hotspots online somewhere... not sure where though, and my Tramadol is making me too lazy to look it up.
As an aside, I find it really crummy that Starbucks and the like make you pay for their wifi, and an extremely high amount at that. (I think it was something like 300 baht/hr in Chiang Mai!)