I've been to Hua Hin several times in the last few years, as I find it a welcome reprieve from the hectic mess that Bangkok can become after awhile. Don't get me wrong; I love Bangkok, but sometimes I just need to see the ocean.
The past few times I've gone, I've actually bypassed Hua Hin proper and gone a few kilometers farther south to the area known as Khao Takiap (sometimes spelled Takieb, which I still cannot properly pronounce), or "chopsticks mountain."
The area is home to the mini-mountain you can see when you're on Hua Hin's beach (near the Hilton/Centara Resorts). The first time I went to Hua Hin, I actually walked to it along the beach, but being that I'm lazy, I've lately resorted to renting a motorbike (typically 250 baht/day, even for my Thai friends). That way, I get the decent restaurants and night market near Hua Hin proper with a short and leisurely drive, but the peace and quiet of the Takiap area.
I'm not going to lie and say it's the most awesome place you can go, but as a relatively no-hassle trip to and from Bangkok over a weekend (I usually try to stay two nights to make the trip worth it), it's hard to beat. Vans from Victory Monument run 180 baht/person for the 3-ish hour journey, and trying to get a seat is about the most hectic part of the whole trip.
The beaches are quite clean unlike other Bangkok destinations (I'm looking at you, Pattaya), although the beach between Hua Hin and Wat Takiap tends to all but disappear at high tide.
Besides Wat Takiap, there are some lovely temples to be seen in the area if you aren't already over those, including some with some very nice views of the surrounding area. One (whose name I know not) mountain temple sitting directly behind Wat Takiap has views that I would say are parallel to those I saw on my last trip to Tuscany, complete with rolling hills plus the added benefit of the ocean.
Having the motorbike to scoot about is essential, though, as the songtaos (or baht buses) stop just short of Wat Takiap itself, and taxis/motorbike taxis tend to be extortionate.
Another hidden gem I discovered on my last trip lies about 6 kilometers south of the Takiap area is an area around Wat Khao Tao, home to both Thai and Chinese styled temples on another small hill overlooking the ocean. It holds yet another "Big Buddha," and I'd say the views offered of the sea from the hike up are well worth it.
There is a lovely reservoir (or lake... not sure) with beautiful [and clean] views to be had, yet still calm and not overrun with other tourists. If you're like me and appreciate a relatively calm, sleepy village type feel, it's definitely worth the short trek on a motorbike down the highway to visit.
For a short escape from Bangkok, I find it hard to beat the Hua Hin area. It doesn't require a lot of preparation (even in the high season, you're bound to find a room free somewhere...), yet still has the conveniences of Bangkok at basically the same prices (Tesco, malls, etc.).
Sure, I've been known to enjoy Pattaya and Koh Larn from time to time, but if you're just looking to chill, my vote goes to Khao Takiap.