I see a lot of messages both on here and the internet in general about the visa situation for Sanya/Hainan. From my experience, I have flown from Hong Kong to Sanya many times by myself and acquired a visa on arrival using my British passport. The visa counter is on your right immediately before passport control.
This process takes around 10 minutes and costs 306 RMB.
There are many other countries that are able to do this (for various prices), the USA is not one of them.