Hua Hin has an airport, though since the country's first railway lines ran here from Bangkok, it's almost a shame to miss evocative, 1920s-era Hua Hin Railway Station, with its cream-and-red royal waiting room hinting at the romance of a bygone era.
Damneon Kasem Road leads from the station to another historic landmark: the colonial-style former Railway Hotel. Established in 1922, the Victorian-inspired building was the country's first resort hotel before being restored, wooden panels and all, and re-branded to the current Sofitel Central Hua Hin Resort. This is a good place for afternoon tea or a light snack, before strolling it off in the landscaped gardens among topiary elephants and other hedgerow animals.
Next door is an alleyway lined with stalls of tourist tat, leading to the inauspicious main entrance to wide, sweeping Hua Hin Beach, which lacks the palm-fringed romanticism of Thailand's islands. Nonetheless, it makes for a pleasant stroll, and you can always take up the offer of a pony ride along the sand. The sea here is usually pretty calm in low season (May to September), though windsurfers get some action when gusts kick up around year's-end.
This stretch is backed by the fancy summer homes of the Bangkok elite. Hua Hin has long carried an air of exclusivity. Some of these buildings date back a century, while Baan Bayan and Baan Talay Dao have been converted into boutique resorts. The royal presence, meanwhile, can be seen at the teak Mediterranean-style summerhouse Klai Kangwan Palace, built in 1926 for King Rama VII and still frequented by Thai royals.
When the afternoon sunlight begins to wane, head to Baan Itsara, a Thai restaurant set in a large old Thai house right on the beachfront. Despite exterior appearances, this place is quite informal, and serves up a seafood-intensive menu.