Sungai Kolok is popular among Malaysians for its shopping and infamous entertainment delights. Tourism however has taken a knocking since 2005 as several bombs, blamed on southern Thai Muslim separatists, have rocked the town.
Sungai Kolok is the railhead on the east coast branch of the State Railways of Thailand's  southern line. There are two departures daily to Bangkok, at 11:30 (rapid) and 14:20 (express), both stopping at Yala, Hat Yai, Surat Thani and many other towns en route. The 11:30 train arrives in Bangkok at 08:45, and the 14:20 arrives at 10:30, both the following morning. Although there is a rail link across the Golok River to Rantau Panjang (in Kelantan, Malaysia), there are no cross-border passenger train services.
Head to Bangkok, Phuket, Krabi, Ko Samui and other destinations by direct air-con buses from Thanon Wongwiwat bus terminal. Minivans depart to Hat Yai for 200 baht every hour 06:00-16:00, a 4 hour trip, Narathiwat, Pattani. Numerous travel agents around the bus stations will all sell tickets for the same minivans at the same price. At peak times two or three minivans may set off on the hour but if one is only half full it will wait for more people.
To/from Bangkok: Air-con buses by The Transport Co. Ltd (บริษัท ขนส่ง จำกัด (บขส.), bor-kor-sor) run between Bangkok southern bus terminal (สายใต้, sai-tai) and Sungai Kolok bus terminal daily. The distance is ~1227 km and normally takes 15 hours.
Malaysian-registered cars must get Thai insurance coverage, which can be purchased at a counter at Thai border immigration. Do the custom declaration for your car by showing the insurance purchase and the car registration car. You will be given a white form. Give that to the customs after you get your passport stamped. Do stop and submit the form or you will get into trouble when trying to leave Thailand with your car.
The Harmony Bridge across the Golok River connects Sungai Kolok with the Malaysian town of Rantau Panjang. The Thai border checkpoint is about 1 km from the railway station; a motorcycle taxi should cost 20 baht. The Malaysian immigration checkpoint is just across the bridge and can be easily walked. Once in Malaysia, you can either catch a bus or taxi to Kota Bharu or Pasir Mas where you can catch trains to Kuala Lumpur or Singapore. See Rantau Panjang for more details.
Take a motorcycle taxi. The rate to the border is 20 baht.
There is not much to see here except the morning market in the morning of course, and the girls during the night (at the karaokes).
Watching smuggling on the river opposite Rantau Panjang makes for a pleasant walk a small way out of town.
Traditional massage, around 270 baht per two hour session. There is ancient Thai massage at Hotel Genting, Hotel Marina, and Hotel Tara. Once you enter, the supervisor will ring the bell, then the masseuses will line up sitting in a show room with their number. So, choose the girl you prefer. Then the the supervisor will show you the room. Once inside, change your cloth to a loose massage trousers. Then the girl will come bringing a bucket of water to wash your feet.
You can also call for a massage in your hotel room for an extra 30 baht or so.
Have a haircut, shampoo, facial, and ear cleaning if you really have time to kill.
When you cross Malaysia border to Sungai Kolok and are waiting for a bus to Samui, Phuket, or Bangkok, near the bus station there is a restaurant called Mak Deang with Thai food at reasonable prices.
Opposite the police station is a lane where stalls are set up for the night selling seafood and more. They have fresh oysters from Surat Thani.
Next to Merlin Hotel (same road as Marina Hotel) is a food court with a few hawker stalls selling fried rice and noodles (soup mee or wantan mee). A few shops away from Merlin Hotel, you can find bak kut teh, a Malaysian dish of pork cooked with herbs.
Chicken rice is found near the Venice Palace Hotel.
Beer is widely available in most restaurants, karaoke joints, bars, and even in massage parlours.
Heineken is 130 baht per big bottle.
If you can find it, there is a coffee shop selling Western-style coffee at 24-26 Chenmarka Rd. Tel. +66 73 612 963. It's next to Chaidee Stores, a textile shop.
The insurgency in the southern provinces of Thailand continues, and attacks on trains and border posts have occurred. Check for any safety recommendations from respective governments before going to the southern provinces.
The usual stop after Sungai Kolok is either Hat Yai, or Rantau Panjang in Kelantan (the northernmost province of east coast of Peninsular Malaysia). You can also head to Pattani to explore Thailand's southern Muslim provinces.