
The direct bus service through the Hong Kong – Shenzhen Western Corridor seems to be the most convenient and popular way to travel between Hong Kong and Shenzhen Airport. Please see my previous posts here and here. The route is from Kowloon Station to Shenzhen Airport, and vice versa.
The service has gained such popularity that the bus company ChinaLink has started to run a new route, this time from Wanchai on the Hong Kong island to Shenzhen Airport, with effect from 21 April 2009.
The service point in Wanchai is located at The Wharney GuangDong Hotel (No. 57-73, Lockhart Road).
How to get there:
Take MTR and get off at Wanchai MTR Station, and take exit C. You will be at the Lockhard Road. Turn left and go straight. After the first junction (between Lockhart Road and Luard Road), the hotel is at the right hand side. The bus company has a reception inside the hotel lobby.
Wanchai to Shenzhen Airport:
One-way price: HK$110; Two-way price: HK$180; Tel Enquriy: 852-2529-0900 (Wanchai hotline); 852-2230-3030 (Hong Kong hotline)
Schedule:
Direct bus from Wanchai to Shenzhen Airport:
07:15; 07:45; 08:15; 08:45; 09:15; 09:45; 10:15; 11:30; 12:30; 13:30; 14:30; 15:30; 16:30, 17:30; 18:30
Direct bus from Wanchai to Shenzhen Airport, but with transfer at the Kowloon Station:
10:45; 11:15; 12:15; 12:45; 13:15; 13:45; 14:15; 14:45; 15:15; 15:45; 16:45; 17:15; 18:15
Direct bus from Shenzhen Airport to Wanchai/Kowloon Station:
08:30; 09:00; 09:30; 10:00; 10:30; 11:00; 11:20; 11:40; 12:00; 12:20; 12:40; 13:30; 14:00; 14:20; 14:40; 15:00; 15:20; 15:40; 16:00; 16:20; 16:40; 17:00; 17:20; 17:40; 18:20;18:40; 19:00; 19:20; 19:40; 20:00; 20:20; 20:40; 21:00; 22:00; 22:30; 23:00; 23:30
One-way price from Shenzhen Airport to Wanchai is RMB100, and two-way price is RMB180.

Please note that the earliest bus departing from Kowloon Station is 06:15. So if you want to take a very early bus, you should use the Kowloon Station bus service. Also, at Wanchai service point, you can not check in for flights from Shenzhen Airport. Only at the Kowloon Station, you can do so.
The total bus journey time between Wanchai and Shenzhen Airport is about 80 minutes, excluding the immigration time, which is about 15 minutes.
As said in my prevous posts about the direct bus service between Kowloon Station and Shenzhen Airport, the advantage of using this bus service is that it uses Hong Kong-Shenzhen Western Corridor, which is open to vehicles only, so it is fast, and the Chinese and Hong Kong customs at the border crossing (called Shenzhen Bay Port ) are located under one roof, so it is convenient. But note that the last two buses from Shenzhen Airport (23:00, 23:30) use Huanggang border crossing, which may lead to longer travel time.