Siam Paragon shopping center parking hall, there's a separate area just for exotics. :)
That one is right in the city center. Then there's this some place called Top Market Thonglor, located
here. It might be harder to navigate to but sometimes there can be some pretty sick cars. :)
Examples:
And of course check expensive hotels, there's bound to be something usually.
Hope this helps and welcome to the site! :)