Trying to get to Kunming from France, I found a cheap ticket from paris to Hong Kong (HKG) (on Internet, 565 euros everything included).
But plane tickets from Hong Kong to any China cities doesn't seem to be considered as a domestic flight: for example, HKG-KMG is more expensive than SZX-KMG although SZX is not so far from HKG (40km)
I thought there must be a way to use this opportunity to go to Kunming...
Of course, doing that is time consuming but it can make you save some money.
So there are several way to do that. And I could find lots of info about this on the web. direct ferry is an option. Subway to Hong Kong "border", then bus is another one.
Finally I took a direct coach. it costed me 206 Hongkong dollars (which is almost same with RMB) so about 20 euros.
Funny how we had to pass different borders... First for getting out of the airport. Then, to pass from Hong Kong to Shenzen, we had 2 checkpoints. one out of hongkong (the bus where waiting for us during walking through), and another one to enter "mainland china" if that's how they call it.... there, we changed bus. we were only 2 persons going to shenzhen airport but we had a bus for ourselves.
We just had a traffic jam at the end, when arriving to SZX. it took me 2 hours 30 min. but i guess it can take much more time if anything goes wrong.
Concerning looking for plane tickets on Internet:
Tickets from France: Mobissimo.fr or Easyvols.org
In China: Elong.com