The main thing to do in Khao Yai is to visit the national park. Actually, not just visit but to do a trek in the jungle with a local guide to discover the many wild animals and the dense vegetation of this UNESCO-listed park. Don't miss this experience! Coming to Khao Yai without trekking in the forest means missing out on the essentials! There are also interesting guided tours around the national park, to visit caves, swim in a stretch of river with amazing clear water, see the millions of bats fly away from their cave at sunset, etc... There is also a 4x4 night safari organized by the park rangers at 7 p.m., reservations at the Visitor's Center. Personally, I found this safari amusing but a bit disappointing for the nature observation part, as all the 4x4 pickups follow each other in line and the other tourists in my car were talking loudly. Anyway my advice, if you come to Khao Yaï, is not to just come for the day from Bangkok. There are tours that offer it but in the end, you will have missed the incredible richness of this natural park and jsute see some viewpoints and waterfalls. Come to Khao Yai at least with the intention of spending a night and a whole day trekking in the jungle there. I would even recommend you to come at least 2 days / 1 night. If arriving in late morning, the first day, you can take an afternoon tour outside the park, sleep there then go on a day trek on the next day and possibly take the evening train to the next destination of your trip in Thailand.