Phongsali province & Muang Khua are great places for trekking, as above, but also don't write off Oudomxai province.
Muang Xai town itself is one of my least favourite in Laos ( it has become a Chinese dominated market town with little going for it) but the province is large, interesting, and little visited. There is a trekking agency opposite the market ran by trained local guides, and a huge area of land to the west and south of the town where they have their trekking routes. Lots of minority villages.
Solo trekking on-road is fine but if you want to get off-road and into villages for overnight stays you really need a guide.