There are three main bus stations/terminals in for details of routes and prices.
Update: October 22, 2011
My thanks to reader Aarn who has provided the following information based on his personal experience of travelling between the northern bus station (Mo Chit) and southern bus station (Sai Tai):There is an excellent minibus service for 35 Baht per person (pay for second ticket if you are carrying big bag/bicycle etc.) Departures are every 10-15 minutes with a journey time of approximately 30 minutes. The mini-buses leave from within 50 metres of where the long-distance buses drop-off their passengers. Travellers may have to ask around a bit for the minibus stand and will invariably be directed to a taxi (taxi price approx. 200 Baht compared to 35 Baht on mini-bus).
Aarn also suggests there is probably a similar minibus service between Mo Chit/Sai Tai and the eastern bus terminal at Ekamai. So, if you intend to travel between bus stations and want to save money on a taxi it is worth looking around for the mini-bus service.