The closest worthwhile escape from Hat Yai is Songkhla, just 30 km east on the Gulf coast — the provincial capital, an old Sino-Thai port town with a long beach (Samila), atmospheric old quarter, and an excellent national museum housed in a 19th-century Chinese mansion. A short songthaew ride and far quieter than Hat Yai itself.
Ton Nga Chang Waterfall, 25 km west of the city in the Khao Ton Nga Chang Wildlife Sanctuary, is a seven-tier waterfall — the name means 'elephant tusk' after the twin streams that split at the top. Best visited in the rainy season (August–December) when the water is strong. The lower tiers can be reached on foot in about 30 minutes; reaching the upper tiers requires a full day.
Tham Khao Rup Chang ('elephant-shaped mountain') is a limestone outcrop with three caves containing a reclining Buddha and other shrines, about 50 km from Hat Yai. Wat Khao Rup Chang at the base is the main attraction. Combine with the waterfall for a day in the countryside.
For something more ambitious, the karst islands of Tarutao National Marine Park off the Andaman coast are accessible from Pak Bara (3 hours west by road), and provide the wild counterpart to the more touristy Krabi further north.