If you want the convenience of duty-free shopping, try King Power International Group. You pay for the items at the shop, then pick them up at the airport (or simply take them with you) when you leave. You need your passport and an airline ticket, and you need to make your purchase at least eight hours before leaving the country. There's also a branch at the airport that's open 24 hours.
King Power Complex, 8/2 Rangnam Rd., Bangkok, Thailand
Suvarnabhumi Airport, 2nd–4th fls.