Khon Kaen is one of the main cities of Isan, Thailand's northeast: large, educated, practical, and much less arranged around foreign visitors than Chiang Mai or the southern beaches. It is a transport hub, university town, medical centre, and provincial capital all at once.
The city will not overwhelm you with famous sights, but it is a good place to understand modern Isan. Around Bueng Kaen Nakhon, locals jog, eat, pray, and meet friends in the evening. Nearby Phra Mahathat Kaen Nakhon rises in nine tiers above Wat Nong Waeng, giving Khon Kaen its most recognisable skyline.
Come for regional food, the Khon Kaen National Museum, and access to the wider northeast. It makes a useful day trip from Mahasarakham, but it also rewards a night or two if you want to eat well and see a Thai city going about its own business.