Let's get the low-hanging fruit out of the way early. Scam artists are just about the easiest way to lose cash and have absolutely nothing to show for it; after all, even the airport gift shop leaves you with a couple of trinkets to show for the mugging. A good scam artist, however, leaves you with nothing more than a lighter wallet and the lingering impression that you may have just been had.
As long as there are tourists, there'll be enterprising locals trying to fleece us of our cash, or, as the Bangkok Post put it
"it is a certainty, proved many times over, that where tourists gather, con artists show up." This paper should certainly know what it's talking about, since Bangkok is home to one of the most legendary rip offs of all time: "the Bangkok Gem Scam," in which a seemingly honest shopkeeper attempts to sell some pretty bits of glass disguised as diamonds.
The Gem Scam is easy enough to avoid, but it's just the tip of the iceberg, so keep up a healthy air of skepticism. (Is it really likely that monastery opens just one day a year and this guy happens to run a tour bus right to it?) If someone's offer sounds a little too good to be true, it probably is.
Beyond that, the best advice is just to go along with it. I've lost plenty of money to con men over the years, and I'm quite certain I'll do so again.
At a certain point it's just part of the price of admission. Shrug, admit you've been had and maybe take an extra long lunch. Speaking of...