It is a only a few minutes less accessible than, say, the Shangri-La, but I never found it a problem. I have stayed in all the hotels of the same standard on the other side of the river. They are excellent but, I really think that this particular Peninsula is quite exceptional for service, views and dining.
For shopping probably easier to take sky train. There are some big malls in city -quite modern, or you can also take train to Chatachak market. Which is very big and interesting. Taxis are cheap too, but traffic can be slow, and taxis hard to pick up if raining.
There were signs up saying if you were away for more than 15 mins your cabana would be given to the next resident wanting it. They are very much in top of their customer service with discretion and tact, we always ask when we arrived where is best to go and were found a lovely spot! Enjoy :)