Found this electrical warehouse from a recommendation.
It's in Makheang Road, the Udon Hotel is further down the road on the other side.
A vast range of lighting, much cheaper than you'll find in the DIY Megastores.
Has everything in here. If not in stock they can get in for you.
Saved an incredible 1000 baht each on the three ceiling fans with lights I purchased.
The prices here can't be beaten.
Ample parking, and staff who know their stuff, instead of vacuous boxshifters.
They also gave a 10% discount.

Udorn Siritham Electrical Limited
128 Makheang Road
042-2211362
Fax 042-247430

May I add that the owner Mrs Aaa (nickname) speaks english quite well. Graduate of Assumption Univ. in BKK.