Fun things to do in Hua Hin

The Station was built by King Rama VI and it is one of the promine'nt place of Amphur Hua Hin.

This is the royal room in the Hua Hin Railway station which was beuatifully built. You can see this one just in the side of the train station.

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Rickshaw, a bicycle taxi, is a slow, but interesting way of seeing the city. Make sure to have good time, and watch out for the traffic. The Bicycle taxis are located outside tourist spots and hotels.

If you are staying at the main beach area of Hua Hin I agree when the tide comes in the width of beach is greatly reduced, but if you are in Takiab and in particular Hua Don Beach then you won't have that problem as the beach stays wide all day and night.
For things to do there are trips to Sam Roi Yot National Park south of Hua Hin which is a nice day out, temples and caves and also the mangrove swamps/mashlands and also the birdwatching area. You can also go north to Kraechan National Park for a more off road jungle trip. Temples at Phetchaburi are well worth the half day toru. Palau U Waterfall gets you into forst areas.
The day trip 2 hours south to Bang Saphan and Koh Talu island for snorkeing is a great day out which you should enjoy.
In town there are restaurants, night markets, bars. The Sasi restaurant and Thai Show is well worth seeing, close to the Hyatt Regency Resort. It is good value and they collect you if you are staing in Hua Hin, one price including the dinner and show.

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Hua Hin has Thailand's second largest fishing fleet and the bustling fish market in the north of the town is well worth a visit, especially in the morning when the big catches of fish are being landed.

Very nice thai massage at the elephant massage across from hilton. Usually I'm pretty scared of the traditional thai massage but they did it so well that i got relaxed after they did the legs. Best out of all I tried. 300B for 1hr and 400B for 2 hrs!! and the place is very clean.

It's fun but hot! We did the 26min 2 seater (950B for 2 people). and my friend did a 10min on the junior (400B). Interesting if you like go karting but 26min was too long and hot on the day we went. There were other people there but we got to do our own laps when we got there.

we did a 0.5hr ride for 600B/person (i think 1hr is 800B but it's too long in the heat). You get to watch a little elephant show at the end. They treated the animals really nice so i felt ok about giving them tips.

Takes a full day but is well worth it. Pick up at 6:30am and return to HH at about 6pm. After 3 hours van ride (nice new van), we boarded the boat with around another 2-30people. Some 30min later we reached the first snorkelling site. Sea was calm and quite a bit of fish around. They prepare bananas for you to feed the fish. Actually pretty scary when they all came for the food. There were some colorful corals (but not a whole lot). It was quite interesting. After a while, we went to another snorkelling site. Then we went to island for lunch and lay on the white sandy beach (u got 3hrs). Sea was crystal clear. As beaches at HH are not the most beautiful in the country, the snorkelling tour is a good way to get to white sandy beach.