Khong Jiam is a firm favorite of mine and serves as an ideal point of departure for visiting the Ubon Ratchathani region, which is full of interesting places to see. The town of Khong Jiamis only small, with three unsurfaced, deserted roads, a temple, a school, a market, and, for those familiar with Thailand, a 7/11! Khong Jiam is a peaceful, relaxing place.
Because it is not very touristy, it is an unconventional, off-the-beaten-track choice of destination for a holiday in Thailand, at least for foreigners. The Thais themselves do come here! When I arrived at the banks of the river I saw several families picknicking in the shade of the large trees. I didn't have a picnic myself, but instead a very simple meal beneath the corrugated metal roof of a restaurant.
The main attraction of Khong Jiam is the presence of several national parks in the region and the Mekong River, with its bed spectacularly formed and shaped by the process of erosion. You can see these rock formations at the small national park of Kaeng Tana, 15 minutes away, and at the main site, Samphan Bok, one hour away by road and a place I heartily recommend.