Phra Nakhon Khiri overlooks the quiet town of Phetchaburi. The locals sometimes refer to it as Khao Wang which literally means "hill with palace". Phetchaburi is about 3 hours south of Bangkok by train and is well worth the trip to see a less touristy, but still easy to access, part of Thailand.
The palace itself is at the top of a steep tree covered hill. Admission is 150 baht for most people although monks, school students and some others can get in free. Ladies are reminded to dress politely.
The hilltop position provides both a great view and a temporary respite from the Thai heat. These days the whole area is home to vast numbers of monkeys. The view is beautiful and the monkeys can be cute but don't carry any food or drink and make sure to pay attention to what's going on around you. The monkeys are always hungry and have come to view humans as a food source.
Scattered around the hill top you'll also find a temple and an observatory tower. Be prepared for some walking. The whole place is pretty steep. It's all uphill getting up there, naturally, but even once you've reached the buildings there are lots and lots of stairs.
The constant walking up hill and up and down stairs combined with the Thai heat and humidity can make for a pretty sweaty time. Luckily, there are drink sellers scattered around who will sell you a cool drink. They will also scare away any monkeys that get too close while you drink it.
Phra Nakhon Khiri was built during the reign of King Rama IV and was completed in 1860. King Rama IV, also known as King Mongkut, embraced western technical advancements and sought to modernise the Kingdom of Siam. This might be why the interior of the palace is oddly European in style. The European decore and European artworks on the walls would not look out of place in any European grand house from the same era. Sadly, we were not allowed to take photographs or video inside so you'll have to take our word for it or go and see it for yourself.
It's well worth making the trek up the "front" of the hill. Both so you have more time to check out scenery and so you can burn off some of the delicious Thai snacks you will have inevitably been eating too many of. There is however a cable car at the "back" of the hill. You can use it both ways, just to get up there or just to get down depending on how energetic you are feeling. I don't remember how much it was but it wasn't much. Less than a dollar.