Truth be told, Hat Yai may well be one of the least interesting cities in Thailand. It's a relatively modern invention resulting from the construction of the railway linking Thailand to Malaysia and Singapore in the nineteenth century. Hat Yai is where the two lines running up either coast of Malaysia meet to form the single line up to Bangkok. It remained not much more than a rail yard until the 1960s, when its proximity to the Malaysia border made it an important trading town.
Given its lack of any historical or cultural sights, it's somewhat surprising to find that Hat Yai boasts a large number of hotels and hosts hoards of visitors each year. Many of these visitors come from Malaysia. Each weekend the town fills up with weekenders who spend much of their time in the city's many markets and restaurants.
Despite the lack of any significant sights of its own, Hat Yai's central location, plentiful hotel rooms and wealth of transportation options make it a reasonable base from which to explore the deep south. The town does have a certain buzz, especially at night when all the tourists are out shopping, and you will find a large number of travel operators who can help you to get anywhere you want to go.