Phraya Nakhon Cave located in Khao Sam Roi Yot National Park. You can get there from Hua Hin via taxi, by your own car or via train. The fee for visiting National Park is around 200 THB. As a rule, you would be provided with the guide as it is unsafe to travel by your own, you would be even not allowed to go to the cave without one. Do not be surprised if your guide would be a kid, the requirement for them is to be local.
Phraya Nakhon Cave contains two pavilions. The first one is smaller, but the way there is really hard, you would need to climb the stone stairs. It sounds not really hard but you should know that these stairs were cut of stones which could be slippery, so you should put on comfortable boots for been in safe during the excursion.
A short wooden trace connects two caves, so the most difficult part of the way is left behind and you can completely enjoy the inner world of the cave. The second pavilion was built in 19 -th century before the visit of King Chulalongkorn the Great (Rama V). Here you can see a small temple and even trees.
The cave is full of daylight as it has no roof, so you can take lots of nice pictures there.