A few days ago I travelled by bus from Hong Kong to Xiamen. I was afraid that it would by a horrible bus trip, however, it was really nice. At the border of Hong Kong we had to get off the bus and in Shenzhen again for immigration stuff and customs. After Shenzen we had to get on another bus, the staff didn't speak English but we managed to understand them although we don't speak Chinese. This bus had three rows of beds and everyone got assigned to a bed which was pretty comfortable. The only disadvantage of this bus trip is the toilet; it's a hole and nobody knew how to flush it.
I would recommend this bus trip to low budget travellers because it's cheaper than the train. Also I would advice you when you get of the bus in Xiamen to bargain with the taxi drivers because we paid too much.