What airport should I fly into with a final destination of Shaoguan. Flying from USA.

You are suggested to fly into Guangzhou Baiyun International Airport. Then take airport shuttle bus line 1 to Main Railway Station. Then walk northwest around 900 yards (800 meters) to arrive at Provincial Bus Station. There are several long-distance buses that can take you to the destination. The bus schedules are from 06:50 to 20:50 with the interval of around an hour.

Yes, Baiyun Airport is the best option. Upon getting there, I suggest you take subway line 3 to Jiahewanggang and transfer to line 2 to South Rail Station directly. Many high speed trains are available there and you may arrive your destination in around 50min by train.