Unless you're travelling under your own steam, the usual ways to get from Hua Hin to Bangkok are either by taxi, air conditioned bus or train. There is another quick alternative, however, and that's by minivan.
It's definitely one of the quickest ways to reach the capital, taking as little as 2.5 hours - depending on traffic - and one of the other major advantages is that the journey there terminates in the city centre, at Victory Monument. This location is right on the skytrain which makes your onward journey easy.
In Hua Hin, the minivans arrive and depart from a few sites around Petchkasem Road. The longest established is situated in the soi on the western side of Petchkasem, opposite the Esso garage, just north of Chomsin Road. (See grid reference B3 on the Hua Hin City Map). A second company departs from Petchkasem Road, north of Chomsin Road, just before the soi mentioned above. A third can be found on Petchkasem Road opposite the PTT petrol station about 1.5km north of Chomsin Road.
As mentioned, in Bangkok, the arrival/departure point is Victory Monument, but the exact location there is constantly being changed. The best way to describe how to reach the departure point at time of writing (Jan 2011), is to exit the Victory Monument skytrain and stay on the walkway above the traffic until you reach the circular section. Keep left, in a clockwise direction, and descend the first set of steps you come across. At ground level, there's a small market. Keep left through this to the road behind it. You'll be facing a hospital and all the minibuses are parked up there. Just ask any ticket seller for Hua Hin and you'll be pointed in the right direction.
The only disadvantage of this method of transport is that you may be asked to buy extra seats if you have a lot of luggage. If you're travelling light, it's a great way to go.
Minivans from Hua Hin to Bangkok leave approximately every half hour from 04.00/ 05.00-18.00 depending on which service you use. In practice, one will depart as soon as it's full, so you'll never have to wait long.
The same proceedure happens from Bangkok to Hua Hin, the first departure being at 05.30 and the last at 18.00.
PRICE - 180 Baht.
There is now also a service direct to Pattaya. These minibuses leave from the eastern side of Sra Song Road about 300 m south of the night market and close to the main Bangkok bus terminal. The journey time is approximately 4 hours and the cost 400 Baht.