Dan Sai is really nothing more than a small town set in the scenic hills of rural Loei province, in the far northeast of Thailand, near the Laotian border. It wouldn't be on the tourist map if it weren't for a distinctive annual festival called Phi Ta Khon, the "ghost mask" festival. The event attracts people from all over Thailand, as well as a number of foreign tourists, and as a result the city has some infrastructure, although not much.
The main chapel and pagoda of Wat Neramit
Other than the unique festival, Dan Sai is a rather pretty place, although there are only a couple of sights to the city itself, and it would make a good base to explore some of the many natural wonders of Loei province, if you're comfortable with the idea of a self-drive holiday.