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:
08:05; 09:05; 10:05; 11:05; 12:05; 13:05; 14:05; 15:05; 17:05; 18:05; 19:05; 20:05
Schedule of bus from Shenzhen Bao Li Lai Hotel to Hong Kong International Airport (via Huanggang):
06:40; 07:40; 09:10; 10:10; 11:10; 12:10; 13:10; 14:10; 15:10; 16:10; 17:10: 18:10
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.