In a nutshell, yes you can feel safe inside go go bars and massage parlors. Some go go bars have bouncers outside like Shark Bar and Bacarra in Soi Cowboy. Some bars don't have any at all or at least visible like almost every go go bar inside Nana Plaza. Patpong's go go bars have armies of touts so I suppose those guys double as security in case shit does go down.
But overall, you won't find any bouncers or security type folks visible inside go go bars. And even then, those types of venues are quite safe.
Of all the years I've been in go go bars I have seen a couple of fights between customers. And only then have I seen Thai's whom I presume are bar bouncers materialize out of nowhere to throw out the offending patrons.
I have seen foreign customers fight with Thai bouncers twice. And twice I have never seen men beat down so badly in my life. Don't mess with Thais' on there territory folks, you won't win.
On that cheerful note, most bar patrons are guys just like you. They want to have a good time and watch hot Thai bar girls twirl around a pole. A lot of bar customers are just regular folks who have 9 to 5 jobs in their home country and not mobsters and gangsters. And even if you do see an odd foreigner who does have a shady past in most likelihood they don't want to start shit with you even if they don't like the way you look.
Massage parlors, whether they be oily or soapies have a very safe atmosphere for customers too. There are no visible security measures but I'm assuming the papasans would kick someones ass if they get out of line. But in any case, if trouble does start inside an oily or soapy they will call the cops and every single one of those establishments are "sponsored" by the local police force you can bet your ass they'll arrive quickly.
That said of all the times I've been going to massage shops never have I once seen some type of incident involving the police or unruly customers being forced off premise kicking and screaming.
You see, Bangkok and Pattaya's red light districts are big money makers so there are unseen forces (be it Thai police, the mafia, or political) that are in play to try and keep the places as safe as possible for foreign visitors to the city's notorious red light districts.
There's a lot to cover on the subject of visiting Bangkok's nightlife but you can get a good grasp of what to expect here on my tips for first timers section and Red Eye Travel Guide. And even if you haven't been to Bangkok for a long while both those sections will fill you in on what has changed or give you a refresher course.