Administratively, Yunnan is divided into 16 prefectures. Some of those are autonomous prefectures for various ethnic groups. For the traveller, Yunnan can be divided into seven regions:
Its name literally means south of the clouds. The province is one of the most diverse in China. The Northwest of the province is heavily influenced by Tibet, with whom it shares a border. The South is influenced by its proximity to Laos and Myanmar. The province is famed for its multitude of ethnic groups, whose diverse customs can still be seen today. Of China's fifty-five officially recognized ethnic minorities, twenty-five can be found in Yunnan: about one-third of the population is not ethnic Han-Chinese.
The official language of Yunnan is Mandarin Chinese (or Putonghua as it is known). The region is home to a plethora of dialects from Chinese, Tibetan and Thai language families. Yunnan is home to many minority groups who each have their own different language.
Local towns will often have their own version of Mandarin which are sub-dialects of the South-Western dialect of Mandarin common to Yunnan, Guizhou and Sichuan. Despite a heavy accent, the local dialect of Chinese is very similar to Northern Mandarin with only minor regional differences in grammar and pronunciation.
Until 2005, Kunming was accessible by rail from Hanoi, Vietnam via a narrow-gauge railroad built by the French. The Chinese section of this rail route is now closed, though, so the best way to get down to the border is by bus to Hekou (from where you can cross the border to Lao Cai and take the train to Hanoi), or by air from Kunming directly to Hanoi.
There is a railway from Hanoi to Nanning, Guangxi, and one with some sensational scenery from Nanning to Kunming. Another rail route reaches Kunming from central China via Guiyang, Guizhou, and a third one comes South to Kunming from Chengdu, Sichuan. All of these train routes offer spectacular scenery, with long stretches of bridges and tunnels.
Wujiaba Airport in Kunming is the biggest airport in Yunnan which is very near the urban, the taxi fare is about 10-15 Rmb if you want to go to any place of Kunming from the airport.
Kunming has non-stop service from Beijing, Xiamen and other Chinese cities. There are also flights to Southeast Asia. Laotian airlines and the consulate are both in the Camellia hotel, Kunming.
Bus, by thumb
There is a road from Laos into Yunnan. It's not too hard to hitchhike, but it will take some time because of the often abyssmal road conditions and inept drivers.
Golden Peacock Shipping company runs a speedboat three times a week on the Mekong river between Jinghong in southern Yunnan and Chiang Saen (Thailand). Passengers are not required to have visas for Laos or Myanmar, although the greater part of the trip is on the river bordering these countries.
From Kunming you can take a train to Dali, but from there you'll need to travel by bus north to Lijiang and Shangrila. see Yunnan tourist trail for details.
Bicycle touring in Yunnan is a very good way to explore the local landscape and many cyclists from world have done this.The Dian-Zang highway(Yunnan Tibet highway) is one of the best cycling routes in China, and many cyclists gather together to explore the landscape and ethnic minority culture. You can hire bicycles in some cities, like Lijiang and Dali. It is possible to delivery your bike by train or bus. Yunnan Cycling  a local cycling website.
For the game of Go (Chinese: weiqi 围棋), the best Chinese stones are Yúnzǐ (云子), Yunnan stones. They are quite different from Japanese stones, and much cheaper. The flower and bird market in Kunming is a good place to pick up a set, and it is possible to visit the factory near Kunming. See the Yunzi article  on the go players' wiki, Sensei's Library.