Sangkhlaburi is an idyllic place and well worth visiting as it is off the tourist trail and thus great for the tourist who wants to see "real Thailand" (whatever that is:)). The place is well known to Thais who come here for relaxing weekends away, or alternatively parties on the floating houses. But violence is not unknown here in the past when the market area in the centre of town was best not explored after it closed. There were clashes between Mon and Thai youth on the bridge area but hopefully that is some years passed now.
Wangka (also known as Monside) on the other side of the Bridge is well worth visiting. The village was founded by Luang Phor Uttama in 1949 after he fled Burma with 60 other Mon Families. Uttama passed away in 2006 and since then, the village has been in mourning. Alcohol is not permitted to be drunk in public and doing so would be hugely disrespectful. This only applies to the Wangka, not Sangkhla. Many of the villagers speak Mon as their first language, so don't be surprised if they cannot understand your Thai. If you eat at a Mon restaurant, an easy word to remember is "Dangoon" for "thank you