From Hat Yai, How do I go to Bangkok? By train or Plane? do they have any website which i can go to book the tickets?

You have 3 options:

1> Fly - 1 hr 30 mins
2> Bus - 13 - 14 hrs
3> Train - 13 to 16 hrs

I would fly, simple and easy

If you can book ahead then flights can be really cheap using the budget airlines ! Thai more expensive but full service. Nok Air and Air Asia start with very low fares and they go up as seats are sold off

www.nokair.com
www.airasia.com
www.thaiairways.com

Train: www.railway.co.th/English/Time_HTML.asp

Bus:
www.transport.co.th/Eng/SOUTH3.htm

which is a better air line? nok air or air asia?

I like Nok better but Air Asia has more flights and can cost about $10 less, if that matters.

Thanks for the info. I have book my tickets from Airasia. Will be flying to bangkok from hat yai on 28. So excited!