There are two very different types of police checks taking place in the Sukhumvit area of Bangkok. From time to time you might walk by, or more likely, be a passenger in a vehicle stopped at an intersection where a police checkpoint has been set up. These checkpoints may take place deep in some sois (between soi 23 and 33, on soi 16 and on soi 39 seem to be the main spots) but are usually carried out at the Asoke intersection itself, where traffic coming up from Rama 4 Road turning left on to Sukhumvit is stopped. It's a favourite late-night checkpoint spot. Officers target motorbikes, pickup trucks, taxis, any vehicle with foreign passengers and private vehicles with passengers in their teens and early 20s. The officers shine torches in to the vehicle and in some cases may ask occupants to get out. The cops at these organized checkpoints are professional and polite.
The other checks carried out in the area are made by two coppers riding around on a motorbike who ride right up to and stop foreign males. They usually ask where you're going, where you've been and then make a decision whether they are going to search you or not. My experience has been that responding in polite Thai ends it with no mention of a search at all.