For the first part, see here.
Bei Jing (night-train hard sleeper, 27€) ⇒ Xi’an (sci-fi fast train, 18€) ⇒ Luo Yang (bus, 2€) ⇒ Deng Feng (bus, 2.5€) ⇒ Zhen Zhou (0.7€) ⇒ Keifeng (fast train, 27€) ⇒ Shanghai (train, hard-seat, 2.7€) ⇒ Hangzhuo (32€) ⇒ Guilin (bus, 1.5€) ⇒ Yangshuo (sleeper-bus, 15€) ⇒ Zhuhai (on foot, 0€) ⇒ Macau (boat, 13€) ⇒ Hong Kong (Air Asia, 103€) ⇒ Bangkok
Again, could be done cheaper (no soft seats or high-speed trains for example), but both were totally worth it for experience and quite a contrast to the hard seat, which is the cheapest train ticket available. Also it is cheaper to fly out from Macau than Hong Kong, but I found it out only after I had booked my flight.
Total for Helsinki-Bangkok: two months and one week of leisurely traveling and 622€, which is comparable to a cheap flight from Helsinki to Bangkok.
Good-bye China! It was nice visting you. Hopefully will see you again next March.