When you arrive just over the friendship bridge you can walk out of the boarder area and there is only one big road, this leads south. You will pass a few shops on your left including a 7/11. There is a rd that turns into Nong Kahi, countinue past this rd and walk futhur up the road until you find a good spot. The road is big so there is no problem for anyone to stop for you. There is a point on the road where lots of drivers do U turns, so it is better to walk a little past this point. There is no shade on this road.
Many tuk tuk drivers and local people will want you to get a bus in town, just say you dont have enough money or I am looking for a lift. It is easier to get a lift to Udon Thani then Khon Kaen.