There are four land border crossings between Hong Kong and Shenzhen. Which one to choose? Let me lay out the disadvantages and advantages below:
This is probably the busiest and most popular border crossing among the four. It has East Rail Line train connection at the Hong Kong side, and underground train connection and a busy shopping area at the Shenshen side. Many Hong Kong people tend to use this border because of its convenience for shopping. The disadvantage is, it is not a 24-hour crossing. The border closes at midnight – the last train destined for Lowu border departs from Hong Hum, Kowloon at about 11pm. This crossing during the public holidays can be very crowded.
Lok Ma Chau Spur Line/Futian
This border crossing is a diversion from the Lo Wu one. It is also connected at two sides, Hong Kong and Shenzhen, by railway. The difference is, the Shenzhen side of this crossing, i.e. Futian, is relatively desolate, with little business activity. It is a springboard for you to go to other parts of Shenzhen via the underground train, itself unlikely a destination. Its advantage is, it is not as crowded as the Lo Wu crossing. To attract more people to use this crossing, ticket discounts for the Lok Ma Chau Spur Line – the railway line at the Hong Kong side connected to the border - are often offered.
Huanggang/Lok Ma Chau
The biggest advantage no doubt is its 24-hour operation. You can find buses and taxies going to/from the border 24 hours. And the biggest disadvantage lies in its traffic and immigration clearance arrangement. You have to get off the bus to clear the customs and immigration of Hong Kong, and then onto the bus to go to the Shenzhen check point, and off again- if you go in the direction of Shenzhen, and vice versa. What is more, at the side of Shenzhen, the transport hub (for taking buses and taxies) is a footbridge away, not readily accessible and hardly convenient, especially for those carrying heavy luggage.
This crossing is very congested during the public holidays, especially the mainland public holidays (such as Golden Week in the first week of October) when tours from the mainland flock to Hong Kong using this crossing.
This border crossing is used by vehicles only, as it has no rail connection at both the Hong Kong and Shenzhen side. This is its limitation. But since it is closer to the Shenzhen Airport, the bus to/from Shenzhen Airport usually uses this crossing. This crossing, the newest among the four land crossings, boasts one thing - the immigration and customs clearance for both Hong Kong and Shenzhen lies under one roof, a stark contrast to the Huanggang/Lok Ma Chau border. And the highway has made the journey to/from the border a fast one.
If you take a taxi from Tsim Sha Tsui, Kowloon of Hong Kong, for instance, it takes only about half an hour to reach the Shenzhen Bay border, and costs about HK$220. It probably takes you 10-15 minutes to clear all the customs and immigration. Right after leaving the customs and immigration hall, there is a taxi stand – you can take the taxi to anywhere in Shenzhen.
More to read: Hong Kong-Shenzhen Transport