Dan Sai might be a more popular destination if it were easier to get to. The closest airport is in the provincial capital Loei, more than an hour away. Unfortunately, as of mid-2011 there was only one flight a week to Loei. The next closest airport is Phisanulok, about a two hour drive from Dan Sai. Udon Thani is another airport option, and the one with the most choices, but it's about three hours away.
The larger resorts around Dan Sai will arrange an airport transfer from any of the three airports, but be sure to find out how much they charge. I've seen them ask 3,500 Baht (90.90 USD) or more for transfers. If you're trying to watch costs, a regular bus from Phitsanulok to Dan Sai will cost you around 100 Baht (2.60 USD). From Udon Thani, the same bus will cost a little more.