Mae Hong Son's principal sights are concentrated and walkable: the two Burmese-style temples beside Nong Chong Kham lake, the hilltop Wat Phra That Doi Kong Mu with its views over the valley, and the morning market behind the lake where Shan and hill tribe people trade in the early hours.
Beyond the town, the province rewards those with time. The caves around Soppong are among the largest in Southeast Asia. Mae Aw (Ban Rak Thai) near the Burmese border retains its KMT-era character. Trekking and rafting on the Pai River are easily arranged through guesthouses.