Mae Sai’s main claim to fame is being the most northerly town in Thailand.
Most of the visiting foreigners are passing through on visa runs; in fact buses come up most days from Chiang Mai or Chiang Rai for that very purpose.
The town itself is actually quite a cute place to pass a day or two. There is a little market (of course), some delicious street food, great foot massage and a few little B&Bs.
The town is basically one main road, which leads directly to the border with Burma (Myanmar if you must). You can cross over, pay your 500 bahts and then come straight back into Thailand. Or, like me, you can swap your passport for a little paper permit and take the opportunity to spend the rest of the day in Thachileik, on the other side of the border (you can, I am told, spend up to 14 days visa-free in Burma, although since you wouldn’t be able to travel far from Thachileik itself I doubt many people would feel the need to take up that option).
Thachileik is like a Burmese version of Mae Sai. It has a little market selling much the same stuff (bahts accepted) and an eager row of tuk-tuk drivers waiting to take you to their friend’s gold shop or to sell you rubies, cigarettes or many other things.
English is not widely spoken but they have pictures of the various delights that they can provide, so you can point to whatever takes your fancy.
I travelled to a nearby hill tribe village, where there was yet another market and a dance performance. Quite touristy but still very enjoyable, and the driver waited to take me back to the border again.
I spent the night in Mae Sai (last bus back to Chiang Rai or Chiang Mai leaves relatively early, and they’re often fully booked) in a small hotel called the Kong Kam. The owner spoke little English but he tried very hard.
Breakfast was a little strange, mainly I suspect out of inexperience of dealing with foreigners and knowing what to feed them. The lesson I learned here was that sometimes it’s better to have noodles for breakfast than to eat a Thai version of an English breakfast.