Train may not be the fastest but it's for sure one of the cheapest options to travel from Thessaloniki to Belgrade whenever you want from 54,1 euros (return ticket) !!
You can find more information here: http://www.trainose.gr/en/passenger-activity/international-services/inte...
For 0 euros check couchsurfing.org
Enough people to rent a flat? check airbnb.com it might get much cheaper and more cozy from hostels and hotels.
- Consider the option of booking a bed (8 euros more) for a more comfortable trip
- Check the spots where you can purchase the tickets, online booking is not available
- Are you 6 or more people? Book a group ticket and get 20% discount.