We're visiting Hua Hin with my in-laws, but are there more beautiful places to visit nearby with kids aged 3, 7 and 9?

I agree there are probably better places than Hua Hin to visit with kids, although I can see the appeal – it has good restaurants, markets and accommodation. And there are some great family-friendly day trips from Hua Hin:

One highly underrated idea is Kui Buri National Park, which is by far the best place in Thailand to spot wild elephants (as well as gaur, the world's largest bovine species). I'm 40 years old but had all the excitement of a kid when piling into the back of a pick-up truck and driving slowly down dirt tracks into the mountains, stopping often to watch the elephants in the forest and grasslands. You have close to a 100% chance of seeing wild elephants in Kui Buri National Park, whereas it's something like 10% in Khao Yai and maybe 30% in Kaeng Krachan, both of which are far better known for wildlife than Kui Buri.

Other family-friendly day trips out of Hua Hin include the Pala-U Waterfall where you also might spot wild elephants; the mangrove forest park in Pranburi where kids enjoy peeping the crabs from elevated walkways that pierce a vast mangrove forest; the Khao Tao area where Sai Noi Beach is a well-kept secret that is arguably among the best mainland beaches in all of Thailand and situated a short hike from a good viewpoint with a Buddha image; and finally the Khao Sam Roi Yot National Park which has some fabulous caves and viewpoints amid a dramatic karst mountain landscape to go with notably scenic lotus-filled wetlands on the inland side of the park.

I'd also keep Sam Roi Yot in mind as a secondary overnight destination. Just north of the park, the lengthy beach known as Hat Sam Roi Yot or Hat Phu Noi has some good family beach resorts – one called Dolphin Bay is popular thanks to its big pool with waterslides – with a much quieter and more laid-back vibe than Hua Hin.