We visited Phuphrabat on a day trip from Udon Thani using a driver sourced via our hotel. It can comfortably be visited in a single day trip along with nearby Ban Chiang (though they are in opposite directions from UT). 

Frederick Dawson below has given a good description of the site, where you climb slowly through a forest onto a sandstone plateau to find a group of tall rocks balanced in improbable locations. Geologically, they aren't glacial as one might expect - instead sandstone of varying densities that has eroded at varying rates.

The rock overhangs and shelters created were home to various different tribes and groups over the centuries, and there's still traces of ancient occupation including rock art. Although nowhere near as impressive as other rock art we've seen in semi-nearby places like Bhimbetka (India) and Kakadu (Australia), it's still quite well preserved in places and you can see human and animal figures quite clearly.

The Buddha statues are mostly broken, and I think generally date to a later period of occupation so perhaps a little less signficant.

Overall it's not the greatest site we've seen (and not the greatest in Thailand), but I still think it's worth adding as there are precious few sites of this kind in South-East Asia.

As a side-note, the bathrooms here are absolutely outstanding! For whatever reason, this tiny little unvisited spot in the middle of nowhere in Thailand has two freestanding toilet blocks, fitted out on par for what you'd expect at a 5-star hotel or Michelin-starred restaurant, complete with air conditioners and piped classical music! Bizarre.