If you are finding shop that sells quality sporting goods in Bangkok, I do recommend you to visit SUPERsports shop. The shop offers a great selection of sports clothing that fit your active lifestyle and also quality sport equipment.
Last week I went to CentralWorld. I walked pass the shop and decided to drop by and take a photo to show you how the shop is.
There are several international brands for workout clothing such as Adidas, Quiksilver, The North Face, Columbia, and so on.
The brand name sport shoes such as Nike and Reebok are available.
You can find treadmills, basketballs, badminton rackets, bicycles, dumbbells, yoga mats, golf club, and so on here.
The shop also has the equipment for outdoor activities such as backpack and tents.
Update: January, 2015
Location/ How to get there: SUPERsports has several branches not only in Bangkok, but also around Thailand. You can usually find SUPERsports in Central shopping mall, Robinson shopping mall, and some branches of Big C. I believe that CentralWorld branch is the biggest one. You can go there BTS sky train (get off at either Siam station or Chidlom station). You can browse all store locations here.
Website: http://www.supersports.co.th/ (Currently the website is available in Thai and English languages)
Have you ever been to SUPERsports? Do you like it there? Share your experience with me in the comments!