Hi lorimer73,
Beware that your travel agent isn't just after the exchange commission.
We have travelled to Thailand on several occasions and , whilst we have not been to the new airport, have never had any problems with exchange on arrival (day or night) - and you get a better rate in Thailand than in UK. If you are taking English banknotes, make sure they are clean and newish.
Debit card exchange rates are good (as with Nic we always use a Nationwide card).
The Anantara is a good hotel, we've stayed there a couple of times and wouldn't hesitate to recommend it. Food there is expensive - much better to go into town, although the restaurants in the hotel are very good. Check out the hotel reviews at
http://www.holidaytruths.co.uk/reviews/thailand/prachuap-khiri-khan-province/hua-hin/anantara-resort-and-spa/
We like to eat at Jasmines; Orchids, and Itsurra (google them)
We usually go to Hua Hin for peace and quiet, although trips out are possible - to the Floating Market, river Kwai etc. and PalaU Waterfall is worth a look (if there has been rain). Many people advocate Mermaid Cruises
http://www.huahinafterdark.com/hua-hin-sea-cruises-fishing-trips.htm , but we have not tried them.
It would be worth doing some research.
Good luck and enjoy!
Peter