By road
Sadao and Dannok are on National Highway 4. Dannok is about 60km or one hour south of Hat Yai. You can drive right up to the immigration checkpoint.
By Minibus
In Dannok, vans leave from in front of 7-Eleven to Hat Yai via Sadao town when full. Takes one hour and you can ask to be dropped off anywhere in Hat Yai. The fare is 55 baht, after 11pm you probably won't get a ride for less than 100 baht. In Hat Yai, the van leaves from The Plaza, just across from the TOT offices.
From Malaysia
You can drive, walk or catch a regular taxi or motorcycle taxi travel between the Bukit Kayu Hitam checkpoint and Dannok. There is a distance of about 1km between the two checkpoints and walking in the heat can be a little uncomfortable. In between the two checkpoints is the huge Duty Free shopping complex, located in Malaysian territory. See the Bukit Kayu Hitam page for connections from or to Malaysian cities.
By taxi
A taxi to Hat Yai is about 300baht.