Since there has been interest in the transport between Hong Kong International Airport and Shenzhen, I thought I would post on the topic. So here it goes.
In terms of border corssing bus transport, no service is better than that offered by Hong Kong China Travel Service (CTS). It runs frequent bus service between Hong Kong International Airpot and different hotel spots in Shezhen/Shenzhen Airport via the border of Huangguang (shenzhen side)/Lok Ma Chau (hong kong side).
There is a Mainland Coach Station in Terminal 2 of the Hong Kong International Airport. This is the boarding point. For ticketing, if you are in Terminal 1, go to the Arrival Hall Counter A09 (CTS counter); if you are in Terminal 2, go to the Coach Station C05.
There are at least 3 CTS buses you can take. I quote one of the buses below. For more choices and details pls check out here
Schedule of bus from Hong Kong International Airport (via Huanggang) to Shenzhen Bao Li Lai Hotel:
The bus fare is HK$100-150 per journey (Hong Kong International Airport to Huanggang) – early and late buses will charge more.
The last bus to depart Hong Kong International Airport for the Huanggang border/Shenzhen is 22:00. If you arrive in Hong Kong later than this time, then you may need to think about another way to travel to Huanggang, such as by taking the Hong Kong MTR.
The Huang Gang (皇崗) (name of the border at Shenzhen side) / Lok Ma Chau (落馬洲) (name of the border at Hong Kong side) border crossing is the only 24-hr border crossing between Shenzhen and Hong Kong. So if you will arrive late at either of the cities, you will have to use this border crossing.
If you land in Shenzhen airport late at night and want to go to Hong Kong, it is most convenient to take a taxi to the border. It will cost about RMB130 by taxi and take about 45 minutes.
Once you have gone through the Shenzhen control point, you will need to take a shuttle bus (called yellow bus) at HK$7 to the Hong Kong Lok Ma Chau Control point. Then you will land at a traffic interchange. Here you can find 24-hr transportation to the city, such as the 616S night bus going to Mongkok every 20 minutes.
Also, every day, there are 24-hr buses going between the border and Wanchai Pier/MTR Prince Station/MTR Tsuen Wan Station. The bus fare is about HK$40 per journey.
If you plan to take a taxi from the border to Kowloon or Hong Kong Island, do remember to take red taxis. Only red taxis go to these two regions. The green taxis go only around New Territories, where Lok Ma Chau belongs. It will cost about HK$300 by taxi to Tsim Sha Tsui, or HK$350-400 to Central.
The easiest and fastest way to travel to Shenzhen from Hong Kong is by taking the train operated by Hong Kong MTR.
There are a few train lines, such as Ma On Shan Line, Island Line, Kwun Tong Line, East Rail Line and West Rail line. The one that goes to Shenzhen is East Rail Line. Lowu is the station that you should aim at, the last of the rail line. After getting off at the Lowu station, the Hong Kong immigration counters is just a stone’s throw away. Then you proceed to the immigration counters of Shenzhen, which is about a bridge away.
The East Rail train is very frequent, one every 2-3 minutes. Use this search at the MTR website. The search result will tell you how long the journey time will be, and how to transfer from one line to another in order to reach your destination. You will be shown the train fare as well.
Also at the end of the East Rail Line is Lok Ma Chau station, which allows you to cross border to the Futian Port at the Shenzhen side. This border crossing is only one year old, used by much fewer people than the Lowu crossing. You will need to transfer at the Sheung Shui station, the second last station of the East Rail Line, so as to broad the train to Lok Ma Chau station, or take the East Rail train whose destination is Lok Ma Chau station.
At the moment, Lo Wu Control Point is the most used and crowded border crossing between Hong Kong and Shenzhen. To lessen the crowd using Lo Wu Control Point, a new control point, the Lok Ma Chau Spur Line Control Point 落馬洲分綫管制站 at Hong Kong side (or, Fu Tian Port Control Point 福田口岸管制站 at Shenzhen side) has been in operation since August 2007.
Lok Ma Chau Spur Line /Fu Tian Port Control Point is the second control point that has connection with railway, after Lo Wu. Passengers coming from Hong Kong can connect to the HuangGang station, the last stop on the No.4 line of Shenzhen underground railway system. The Station is situated on the ground floor of the border control building. So it is convenient for passengers.
But since the opening of the new Control Point, not as many passengers as expected are using it. This is because the area around Fu Tian Port Control Point is not as much developed as Lo Wu and there is not much choice in terms of transportation. So most of the passengers still prefer Lo Wu border crossing.
But as a traveler, if you want to go to Shenzhen from Hong Kong, and avoid the crowd, do consider Lok Ma Chau Spur Line/Fu Tian Port Control Point. It will be less crowded, and the border control building is very spacious and bright.
The easiest way to reach the Control Point from Hong Kong is take the Hong Kong MTR East Rail line to the Shueng Shui station and transfer from there to Lok Ma Chau station, just one station away.
The Lok Ma Chau Spur Line Control Point at Hong Kong side is connected to the Fu Tian Port Control Point by a footbridge.
The Control Point operates 16 hours a day from 6.30am to 10.30pm.