Known as Klaikangwon Palace, meaning "far from worries", this residence is only accessable by invitation and there is an exclusion zone around it that stretches out to sea. It was built in Spanish style architecture in 1929 and the gardens are beautifully manicured and full of art from Java.
Slightly further north is Maruekatayawan Palace. This was designed by His Majesty King Rama VI in 1923 and is a superb example of classic raised Thai architechure. Of particular note are three two-storied wooden pavilions facing out to sea. Halls are linked together throughout the palace and there are residential areas for royal consort members and naturally for The Royal Family.
The Palace is open to the public daily from 08.00-16.00 and is a must-see whilst you are in Hua Hin for a real glimpse back into Thailand's Royal past. The Palace is now fully restored and prides itself on being the longest golden teak palace in the world. You can find it within a few minute's drive north of Hua Hin.