By plane
Jinghong's tiny airport IATA: JHG fields daily flights from Kunming and a few other cities in China. Currently China Eastern flies twice weekly between Bangkok IATA: BKK and Jinghong. Note that when booking a plane ticket to Jinghong, if it is not listed as "Jinghong" it may be listed as "Xishuangbanna".
By ship
Ferry trips along the Mekong to Chiang Saen on Thailand's side of the Golden Triangle are around ¥800, although these are currently suspended due to the Thai military incident on the Mekong in October 2011, where the discovery of murdered Chinese nationals on a boat with amphetamine tablets has irritated the Chinese government. No Laos/Myanmar visa necessary, but very irregular, leaving only several times a month as of early November 2010. They leave around 7am and take a full day see (http://www.maekhongtravel...). Slower 3-4 day trips on cargo boats may be available but are currently limited to just two passengers per boat.