If you want to save a couple of 'quai' try the sleeper trains to Sanya. If you have never been on a sleeper train before it's a must have experience(once) while traveling through China.

Major city departures

Beijing - Once daily, 35hrs (6pm - next, next day 5am) - Hard bed 560rmb - Soft bed 940rmb

Shanghai - Once daily, 36hrs (9am - next day 10:30pm) - Hard bed 470rmb - Soft bed 805rmb

Guangzhou - three departures, 14-15hrs (1) 7am - 10pm, (2) 3pm - next day 5am, (3) 9pm - next day 12:30pm) 240rmb - 440rmb

Traveling from cities in the west have a much more complicated train ride. (Guilin, Kunming, Guiyang, Nanning, Chengdu)

Arrive into Zhejiang, Guangdong province, you have three options to get to Sanya.

First, team up with people and get a taxi(70-100rmb) to Haiyan ferry pier(1.5hrs)(No taxi will take you across all the way to Sanya, they all say it but than put you on a bus in Haiyan). Once at Haiyan look for the peir or a bus saying Sanya(三亚)

Second, find a public bus(30rmb) to Haiyan ferry pier, once there look for the peir or a bus saying Sanya(三亚)

Third, find a bus with Sanya(三亚) writtin on it at Zhejiang train station, this bus(150rmb, includes ferry ride) will take you all the way to Sanya. Eventually....(Most of the time waiting til it's full or even overloaded)

The ferry(70rmb) is around 1.5 - 3hrs, arriving in Haikou there will be loads of bus to take you to Sanya for around 80rmb