I arrived on the 4am train from Trang and so I saw Hua Hin at its most tranquil. I sat on the beach watching the sunrise until 7ish, then went to find a room. It was all very pleasant.
Getting to Bangkok couldn't be easier. Air-conditioned buses go from near the night market every half hour for the three-hour trip to the southern bus terminal. Tip: as you arrive in Bangkok, you pass the southern bus terminal on the other side of the road before turning back to come through the back streets. If you get off the bus before it leaves the main road and swings back to the station, you can get a taxi from there instead of wasting time and money going back out to the terminal.