@Jamie *****
You can fly (limited baggage, one carry on, only small planes like air asia fly between the two, we had four large suitcase for a month stay) train, penang to hat yai, large luggage on a train is no fun and border crossing with luggage can be tiring as you have to change trains at the border, hire a driver, which is what I did.
He does it regularly and knows his stuff. He picked me up at my door, drove the three hours 30 mins to hat yai, helped and guided me across the border, dropped me right outside my rental apartment. He charged 600MYR each way. He stopped on the way so I could buy duty free things if I wanted to, I didn't, just took a pee break.
Him chatting to the border people was certainly making things easier... no questions asked, no bags searched. At the border for thailand I simply showed my booking dot com apartment to immigration and they stamped me in.
It was not a mini van full of people, just me and my friend in a 6 seater. Perfect.
We were carrying quite a bit of luggage for two people for a month stay so the train journey would have been horrible.
I found the driver in FB, he is very good, if you need his details let me know. He is 100% legal and very knowledgeable.