--Take KCR Rail to border at Lo Wu Stn (trains run 5:30 am - 10:30 pm). Walk across border (open 6:30 am - 11:30 pm) into Shenzhen. Taxi to airport. See MTR for details of all rail travel in and around Hong Kong.
--Take ferry from China Ferry Terminal to Shenzhen (ferries dep. ~ 7:50, 10:15, 1:30 and 4:00 PM; HK$220). Free ferry to airport.
--Take KCR Rail to Guangzhou (trains dep. every 1-2 hrs, journey takes 2 hrs, HK$190). Taxi to airport. See MTR for info & map.
First, by land, Bangkok - Chiang Mai - Chiang Rai - Chiang Khong. At Chiang Khong, take fast or slow boat to Luang Prabang. Then bumpy ride to Chinese border in southern Yunnan.
Bus to Vietnam/Chinese border, then train from border to Kunming.
An 8-hour passenger ferry (overnight?) from Chiang Saen port to Jinghong via the Mekong.