@David *******
Bus, train, helicopter or rocket ship. But you would need a ticket showing that it’s an international ticket out. Not a bus ticket to a border town where you could walk across a border.
Cheapest option I’ve found is a train ticket from Hat Yai to Padang Besar for 100 baht (approx US$3/£2.50). Third class so won’t be very comfortable for the ride you won’t be taking. 12go.asia