By now it's almost three and you're probably wilting from the heat. Have your guide drop you off at one of the city's many spas, such as the affordable Ruen Nuad (42 Convent Rd.; 66-2-632-2662), for a massage and facial. Ask to be picked up around 5:30 for your trip to the Suan Lum Night Market—one of the city's most popular bazaars, but less frenetic than Chatuchak. Say good-bye to your guide for the night—but first arrange to meet your driver in a couple of hours at a designated spot—and then take off on your own. The vibe here is young and funky, the scene lively, and the evidence of local art and entrepreneurship everywhere. When you're hungry, grab a plate at one of the numerous food stalls near the entrance, and feel free to stay late: Most of the stores are open well past midnight.

Day 2: Bangkok to Chiang Mai
Meet your guide at 9 a.m. for the half-hour drive to Vimanmek Palace (pictured bottom right), which opens at 9:30 and which you'll have to yourself for the first half-hour. The largest golden teakwood structure in the world, the palace was erected in the late nineteenth century as a summer retreat for King Rama V, a well-traveled Europhile who managed to import many Europeanisms (including the banknote, religious freedom, and the Western calendar) while also repelling the French and the British, who made overtures toward colonizing the country.

Get back to your hotel before 11 a.m. for a quick shower before your half-hour drive to the airport and your hour-long 12:45 p.m. flight to Chiang Mai, where you'll be met and driven to your hotel. For a small city—there are only 210,000 residents—Chiang Mai has an outsized share of excellent hotels. Families or those in search of a romantic retreat should go for the Mandarin Oriental Dhara Dhevi (66-53-888-888; mandarinoriental.com; doubles, $385–$450), where I stayed. A spectacular re-creation of a Thai palace, it has a fantastic pool and even water buffalo wandering the man-made rice paddies.

After a walk downtown and a light snack at the café adjoining the stylish little boutique Ginger (199 Moonmuang Rd.; 66-53-419-014; entrées, $6–$7), I did myself a favor and spent the remainder of the day at my hotel, where I ordered dinner from the resort's Thai restaurant, Le Grand Lanna (entrées, $5–$22). You have an early start tomorrow, and besides, it's nice to escape the heat when you can.

Day 3: Chiang Mai
It's 5 a.m., you've just met your guide, and you're on your way to Wat Sri Soda, a half-hour away, to experience firsthand the Thais' close and elemental relationship with Buddhism, which cuts across all class and tribal lines. This temple is home to a great number of acolytes, many of them from the north of the country, where the opportunities are fewer, or from the highland tribes that dot this landscape. This morning you will be leaving offerings of food at the temple. Your guide will have bundles for you to give to one of the monks, who will receive them and then chant a blessing, his and his acolyte's voices echoey in the drafty reception hall. On the way down the mountain, look to your right at the small food stands, where the penitent stop to buy packets of rice to distribute to the long, snaking chains of young monks now descending the mountainside, their iron begging bowls held in front of them; the food they collect is taken back to the temple and divided. There is something stirring about this sight, about the realization that even when the country was at its poorest—or now, just a few miles from the Four Seasons and the tiny boutiques opening downtown—there were people lining the roads every dawn, waiting to distribute their alms. Feeding the monks is a way of accumulating merit, a sort of good deed that doubles as an act of karmic burnishing.