1. Don't book any connecting trains. Leave plenty of space for a good long 3 -5 hour delay. We were able to rebook our connecting train down to Hua Hin with the help of the conductor.
2. Bring your own snacks and food. The food on the train was expectantly expensive, and not very good. So was the beer - but who wants to drink warm beer you brought in your bag?
3. Go to the restaurant car later in the evening for fun and dance party music. It was awesome.
All in all, a wonderful trip! I had a great time, and would love to do it again! On the way back, I wished I would have been able to stop at some of the cool towns we passed. If you have time, I would do this for the return trip as it was more of a night AND day trip. It took way longer to get back to Bangkok as it did to go to Chiang Mai.
I did NOT like taking the regular train from Bangkok down to Hua Hin - 2nd class seats were hot (no AC), overcrowded, and our 2 hour trip took us - no kidding - 6 hours. The morning train we had missed was supposedly the 'express' but really, what does that mean in Southeast Asia time? Probably the same as it means in Paraguay time: IT WILL GET THERE WHEN IT GETS THERE
But if you're cool wit dat, sit back, relax, and enjoy the ride.