Thalys is definitely the fastest way of getting from Brussels to Paris. You can buy tickets directly at the Thalys website. You can also buy them at the Belgian (SNCB) or French (SNCF) railway companies. The prices are in principle identical.
The trip by bus takes around 5 hours, to be compared to the 1h20 of the train trip. Apart from Eurolines you can use iDBUS. The prices are more or less the same. I have checked for a departure in 2 days. Eurolines is 25 EUR and iDBUS varies between 15 and 33 EUR depending on the departure time. Thalys starts at 79 EUR on that particular day.
In case you are unable to choose among the two bus companies, note that they are using different terminals in Brussels and Paris. Choose whichever suits you best.
It is possible to travel by "classical" trains from Brussels to Paris. But this is neither a real bargain nor is it really fast, as documented in another post. It takes around 5h30, involves three train changes (Tournai, Lille and Amiens) and costs around 65 EUR (45 EUR if you are less than 26 years old).