Brothels in the western sense are usually restricted to Thai/chinese men & some others of asian descent too.
Us Westerners (farang) would not even get to find out where they are & from books i've read most girls are held against their will and paid very little money for the services they provide.
The scene for us farang works very differently, Beer Bars , AGOGO bars & the odd massage parlour where you can have a ''soapy massage''
Example of this in Patong is Christins massage & there are many of these places in Bangkok ie: Poisedon , Cleopatra , Mona lisa.
Pattaya has some too Sabai land , Sabai room.
As soon as you reach Bangla rd in Patong you will see just how many beers bars you can get a girl for the night from for yourself , some girls also work freelance and occupy disco's , In patong - Tai pan , Tiger , Dragon disco.
Not forgetting Gogo bars which are indoor places where you usually see the goods before you pay a bar fine & take her back to your hotel.
(most are only in bikini's nowadays due to Thai goverment crackdowns on nudity in Gogo's)
Bear in mind the bar fine in Gogo's usually cost more than outdoor beer bars at 500-600 a time. And the girls will ask for more money for short time & long time with you.
Stick to beer bars , girls are just as pretty IMO , Bar fine usually 200 baht , longtime (overnight) 1000 baht , tip a little more if you want ..up 2 u
Happy hunting