If you are staying in the gorgeous rural town of Sangkhlaburi, then make time to cross the bridge (either by foot over the wooden one, or by car/songtail etc via the road) and head over to the Mon side. Not only are there plentiful market stalls selling food (especially first thing in the morning) and jewellery, but there are a couple of beautiful temples that are well worth the trip.
If you've spent time in Thailand before, you'll know that frequently temples are filled with tourists, making the experience not quite as enjoyable or fulfilling as it could be. However, this temple is quiet and peaceful. I've been before and been the only foreigner amongst the monks there, which really is a special moment.
Right by the Wat Wang Wiwekaram temple there is also a border market selling various items, mainly clothing, jewellery and furniture items.