I agree with Susana. The Night Market is a must. After sunset the vendors set up their stalls all around the streets and you can shop (or just look) to your heart's content. Travellers often believe that shopping is not a worthwhile way to spend their time, but Thailand, like the rest of the world, runs on commerce.

We wandered into a local tourist agent's office and booked a one day tour which took us "up the road" in a jeep. We spent the morning getting to know the elephants that we would eventually ride (magnificent animals and an unforgettable experience). Not to make too much of it but elephants are quite intelligent as we learned watching a mother chastise her baby. The little guy kept wandering off and picking up tree branches to play with, just like a kitten or puppie. His mom was not amused. We also walked to two Karen tribe villages, and spent the afternoon rafting on a makeshift bamboo raft on a river nearby. We spent much of our time talking to our guide about Buddhism and learned much from him. It was a fabulous day. Some might say that it was "touristy" but we took away a bit more understanding of our hosts so felt it was worth it.

There is a shop in Chiang Mai that offers crafts and other goods made by the woman of the hill tribes. It's a co-operative. Here is a bit more about the co-op effort. http://www.stolaf.edu/people/leming/karenlinks.htm

The Thai are a very welcoming people. You will enjoy your stay. Lucy, Toronto