Many people use the Shinkansen to get to Okayama. It's certain fast and convenient, and for many travellers, the Shinkansen itself is on their list of things to experience in Japan. If however, you are on a budget, the Shinkansen can be pricey. If you want to go to Okayama for less money, consider taking the Highway Bus!
The Highway Bus from Osaka to Okayama only costs 3570 yen, which is about half the price you will pay if you use the Shinkansen (prices are always subject to change, so please check when you purchase the tickets).
To reserve your spot on the bus, you can visit the website I've provided and call the number OR go directly to the Highway Bus ticket center in Osaka Station. You do not have to reserve a seat however, if you decide to buy tickets at the ticket area on the day of your travel, be aware that the bus may already be full. There is more than one bus per day that departs for Okayama City, and of course, you can also return to Osaka by bus!
They do stop at a rest area along the way for you to go to the bathroom, buy snacks, or just stretch.
Due to the fact that the road/rail bridge was completed in 1988, Okayama has good train connections to Shikoku, with trains to Takamatsu (marine liner), Kochi and Matsuyama (shiokaze)
If you are heading by train to Shikoku, or if you are heading by train from Shikoku to destinations in Honshu, Okayama is the important rail junction.
This is where you arrive by train. The station offers the usual features like a tourist information office, lockers, shops, telephones, drink machines etc. The trams and busses are on the station square.