I think Om Yim Lodge is far more convenient for getting around than either Malaysia or Pinnacle. Chong Nonsi skytrain station is literally a stone's throw from Om Yim, whereas it's half a hike from Malaysia or Pinnacle to Lumpini subway station, and then the subway system does not take you to places that interest tourists.
Also, Phoenixstorm said at the start that he's keen on supporting gay businesses. In that case, Om Yim should win hands down. Pinnacle is definitely not gay and Malaysia may be full of gay clients but I doubt if the owners are.
See
my blogpost about Om Yim which gives you links to Om Yim's website and to maps.
I see from Om Yim's website that the current rate for rooms on the 2nd and 3rd floors (i.e. 3rd and 4th levels) is 1090 baht, inclusive of breakfast. I believe this is quite competitive.
Arena Massage is just round the corner from Om Yim - no more than a 3 minute walk without even having to cross a road.
One word of caution - if you're elderly or very overweight and cannot manage stairs then Om Yim isn't for you. It has no elevator.