Famous with rock climbers, the limestone cliffs around Tonsai and Railay Beaches are stunning, and the nearby Phra Nang Beach is gorgeous.  I enjoyed a short walk up and over the ridge, through the jungle, to go between Tonsai and Railay.  Tonsai is cheaper and more of a backpacker scene, while Railay is more of resort tourism.  Both have beginner to advanced climbing, with equipment and training provided.  I stayed at Andaman Resort (just a simple wooden bungalow with bathroom) for 400 baht a night, on Tonsai Beach.