Yai beach
Noi beach
Baan Panburi Resort
Very lush, yet inexpensive, resort with an extremely friendly and helpful staff. not many amenities in the cheaper rooms. free wifi in the reception area. they are simple huts but offer great access to the beach. great value for the money. +66-77-238-599 baan panburi website
Accommodation in Thong Nai Pan has come a long way. There are some villa rentals in the area with private pools as well as guest houses of different ranges all along the beach plus a couple of hidden places in the village. Prices for a bungalow at the beach range, depending on the season, from 200 to 1200 baht. So drop your bags at one of the bars and start picking out the ones you'll like best. At both ends of the Ao Thong Nai Pan Noi there are some classy resorts in the splurge range. Accommodation is cheaper on Yai beach.
The village rooms will give you a more local experience so don't be afraid to go back from the beach a bit.