The kind of atmosphere you typically find in border towns reigns in Mae Sai. Every day, a large number of Burmese workers cross the border to earn their living in Thailand before returning to Myanmar at the end of the day. I found numerous markets and shops of all kinds there, including a large open-air market.
The town itself does not have anything of particular interest to offer. But for those who want to, it ispossible to go to Myanmar for the day and visit the town of Tachilek, a huge market for counterfeit goods, when staying in Thailand. To get there, you have to cross the bridge that links the two countries, pay around ten euros, and leave your passport at the border (you will get it back when you return at the end of the day).
With Mae Sai located right on the Burmese border, large numbers of tourists pass through the town and it has various shops and businesses.
There isn't enough of interest to justify spending more than a day there when visiting Thailand The Doi Tung, however, is like a little corner of paradise: the gardens contain wonderful flowers; there is a royal villa to be found there; and, above all, there are spectacular views to be had over Burma and the surrounding mountains.
Avoid busy times (opt for a morning visit instead) to make it a more enjoyable experience!
Additionally, there is also a national park you can visit where you can go on a walk that takes you to some waterfalls, some of which are impressive.