Chiang Mai is the second biggest city in Thailand and quite a beautiful place with a more relaxed vibe than Bangkok.
Hitchhiking around Chiang Mai is easy, mainly due to the Songathews. These are red or yellow roofed pick up trucks that function as public taxis that will take you (and anybody else that is going in your direction) for 20 bhat.
Hitchhiking Northwest (Pai, Mae Hong Son)
Get to the outside of the North gate of the old city, this is technically where the highway starts. Walk a couple of minutes until you see yellow Songathews headed for Mae Rim. Jump in it and ride it as far as you want (you can get dropped off anywhere - gas stations, for example). The road to Pai/Mae Hong Son is preceeded by a road sign written "Pai". You can hop off there and stick your thumb out for a quick ride. There may not be many cars but the ones that pass at least go to Pai. Wondrlust took it to the very end and hitched from there. It didn't take long to get a lift.
Hitchhiking North (Chiang Rai, Mae Sai)
Get to Warorot Market (East of the Old Town) and find the yellow Songathew headed to Doi Saket. Wondrlust got off before the Songathew entered Doi Saket and found a ride quickly.
Hitchhiking South (Bangkok, Mae Sot, Phitsanulok)
This is probably the trickiest hike, but should still be relatively easy. Get to Warorot Market (East of the Old Town) and get on the yellow Songathew headed to Saraphi. The problem is that the Songathew doesn't go along the highway (11), it takes a secondary local road (106). You need to calculate getting off at the point where this road and the highway get closest. Wondrlust missed this point and had to get a motorbike taxi to drop him off at the highway.
Alternatively you can take a red Songathew / Tuk Tuk to the Big C at the outskirts South of the city. This will get you to the highway, but it may be too close to the city and it will be more expensive.