From Bangkok air-conditioned mini buses run from the back of Victory Monument. They cost Baht 180 and take approx 3.0 hours. You can get to Victory Monument from most places in Bangkok using the Sky Train.
Big air-conditioned buses run from the Southern Bus Terminal in Bangkok (on the Thonburi side of the Chao Phraya River) and cost Baht 150. The journey takes approx 3 hours and they leave every 30 minutes starting at 4am and finishing just before midnight. Try to plan your trip to the bus station outside of the morning and evening rush hour as traffic into Thonburi can get extremely busy.
You can now book a bus directly from Bangkok's Suvarnabhumi Airport to Hua Hin Bus Station from 305 baht one way. It also provides a return service for the same price. You can book a seat here http://www.belltravelservice.com/pages/PageHome.aspx
If you are not in a hurry and feel your journey is part of the experience, then you can take the train. All trains going south from Bangkok stop in Hua Hin. The second class Express leaves Bangkok's Hualumphong Station at 07:45 and arrives in Hua Hin at about 11:00am. The 169 rapid train with both 2nd and 3rd class seats departs Bangkok at 15.35 and arrives at about 19:45. Some trains stop at nearly every single station and take forever so check carefully when booking your tickets.
From Pattaya you need to take a big bus to Bangkok's Southern Bus Terminal and then change buses for Hua Hin. Alternatively there is a daily minibus service direct to Hua Hin which costs Baht 400. The journey takes approximately 4-5 hours depending on the traffic. The Pattaya office is on the right hand side of South Pattaya Road heading towards Sukhumvit road - just past 3rd Road and past Soi Khao Pai (approx 300 meters or more from Sukhumvit Road). For inquiries call the Pattaya Office on 088 709 2365 or the Hua Hin Office on 089254 1399.
Alternatively take the new catamaran service and come by sea. The journey takes approximately 5 hours door to door with all transfers but the trip across the gulf of Thailand is great fun and scenic.
There is a minibus service that operates to and from Korat
ONWARD JOURNEYS SOUTH
KOH SAMUI, KOH PHANGAN AND KOH TAO
Hua Hin is a great place for onward journeys to the south of Thailand with buses running to all the major destinations. You can even catch an overnight sleeper train to Malaysia. A company called Lomprayah operates an air conditioned coach service that links up with their high speed catamaran service from Chumpon to Koh Tao and the party islands of Koh Phangan and Koh Samui.
You can take either a large air-conditioned bus or minibus to Phuket from the centre of Hua Hin.