Thai cuisine is a favorite of many, and plenty of cooking schools provide half-day classes that provide a nice break from the day-to-day sightseeing monotony. Silom and Khao San Road particularly have some of the better Thai cooking schools.
Meditation, the essence of 'pure' Buddhism, can be practiced at any temple in Thailand. In Bangkok however, there are also well-known centers that cater specifically to foreigners wishing to learn and practice. The International Buddhist Meditation Centre inside Wat Mahathat in Rattanakosin provides free meditation classes three times a day. If you can speak and understand the Thai language well enough, you may wish to go on your own retreat at a quiet temple on the outskirts of Bangkok. To pay for your stay, it is appreciated that you assist the resident monks on their morning alms rounds.
The Wat Pho temple in Rattanakosin offers well-regarded Thai massage courses. While aimed squarely at tourists, this is not necessarily a bad thing, as they're used to conducting classes in English. An alternative is the Union of Thai Traditional Medicine Society in Yaowarat and Phahurat.