I am doing a border run this week, I am unaccustomed to the Mae Sai crossing. Do I need to bring anything besides my passport and the 500 baht?

Question 2. is it open all week and weekends too?

I know this has been covered before, but I have no luck with the search function.

You just need your passport and a crisp new $10 bill (or 500 baht).

The border is normally open all the time weekdays and weekends.

Exit Thailand and about half way across the bridge there is a small office on the right. They will deal with your entry and exit from Myanmar for $10. You can leave your passport there and collect it on your return, or, as I have done in the past, tell them you're not shopping and get your passport back. Check the stamps and return to the Thailand immigration, collect an arrival/departure card, fill it in, (not forgetting to include your Visa number if you have a multi entry Visa), and go through the Thai immigration, (I normally remind the officer politely how many days I am entitled to) and check the stamp.

Thanks