12 Amazing Thing to Do in Chiang Mai. 08 Luxurious Spa Treatment Thailand is famous for its massages. The luxury treatments and spa packages are so affordable here that it’s hard to pass up the opportunity to pamper yourself. Treat yourself to a facial or aromatic oil massage at some of Chiang Mai’s finest spas. Start with De Chai Spa, Oasis Spa, and Fah Lanna Spa.