From Luohu Train Station (Luohu HuoCheZhan) follow signs for Hong Kong and you will reach the border checkpoint. It is easy and quick to pass through, taking you straight to the Hong Kong side - Lou Hu now becomes Lo Wu - where you use ATM cash machines, exchange money or purchase travel cards with Chinese RMB and ask English speaking staff any questions.
Updated Dec 28, 2011
If you flight Airasia either from KL or Bangkok to Macau, you can take the macau airport bus (AP1) to Praca das Portas do Cerco (Border gate to China). The bus will stop at gound level of the border gate, which is the last stop of the bus. Then you walk across the border, and you get into Zuhai, China. You go straight untill you see a bus stop called Gong Bei Bus Station. You can get the bus from here to Shenzhen. It will cost you around RMB85. It takes between 3 to 4 hours.
Updated Jul 7, 2011
The ferry is the easiest way to get from the Sehkou and the surrounding area of Shenzhen to Hong Kong International Airport. The ferry offers a direct route to the airport that only takes 30 Minutes.
The ferry terminal has check-in for the Chinese airlines and JAL. Others have to carry their bags onboard the boat. You go through immigration and customs in the terminal then board the ferry, a high speed catamaran. On arrival at the airport ferry terminal, you will find check-in locations for all of the airlines. You then take a bus to the airline terminal.
Updated Apr 4, 2011
If you're short on time and high on cash, then take the most costly transport to HK - the turbo jet ferry@Fuyong Terminal . Taking the ferry means you won't have to:
1)sit beside a maniac for one hour on the bus from the airport to the customs,
2) tear your hair out by lining up at the LuoHu customs
3)share a seat with a fat lady inside the KCR for yet another one hour ride to downtown HK.
The turbo jet ferry can accomodate about 400 people at a time and it won't get caught in traffic. So if you're keen, get your ticket directly outside the departure gates, ride a 5min bus to Fuyong terminal and hop unto to the vessel. You'll be in Kowloon sipping on dahjeerling at the Peninsula before you know it.
Note:The Ferry goes to Macau/Kowloon and HK Airport. Get your tix from the counter outside of the departure gates.
SZ->Macau HK$171
SZ->HK (Hong Kong Macau Ferry Terminal, Sheung Wan)HK$185
SZ->Kowloon (China (HK) Ferry Terminal, Tsimshatsui) HK$185
Updated Apr 4, 2011
The Shenzen Baoan International Airport has an international and a domestic terminals connected to each other. It is cheaper to fly to other parts of China from here than from Hong Kong.
Near the airport, there is the Fuyong ferry terminal which goes to Hong Kong.
Easy taxi and bus access from the airport to downtown Shenzen to cross to Hong Kong.
The airport is connected by an excellent modern highway to Dongguan and Guangzhou.
Airport code: SZX
Updated Apr 4, 2011
This is another easy way to get to Shenzhen but, the last ferry is at 7.30pm. We caught the ferry back from Shenzhen to Kowloon City. There is also a ferry service to Hong Kong Airport and Macau from Shenzhen. Go to Fu Yong Ferry Terminal. There is a free bus shuttle service at Shenzhen airport to the terminal. From the counter at the airport you can buy your ferry ticket and organise the bus shuttle. Fu Yong is about 5 minutes by bus from the airport. The turbo jet takes about an hour. Cost: 202 Yuan
I have included scanned a scanned of the turbojet brochure which has time schedules, destinations etc(there are 4 pages).
You could also click on link below.
Updated Apr 4, 2011
Turbojet Sea Express offers regular and comfortable ferry services from Hong Kong's airport to Fuyong ferry terminal which is just 5 minutes from Shenzhen airport and about 1 hour from Shenzhen city. This is a good and comfortable way to travel from Hong Kong to Shenzhen and Fuyong, instead of going in by road which is a big hassle and there are pickpockets at the road checkpoint. More information is at the website below and the ferry ticket costs about HK$200 one way. There are also ferry services which travel from Kowloon to Fuyong and back. In general, the ferries are well maintained, comfortable and air-conditioned, plus food and drinks are sold on board.
Updated Apr 4, 2011
There is a new airport located just next to the town of Fuyong and about 1 hour drive from Shenzhen. This airport receives both domestic and international flights to Shenzhen. From 2006, the budget airlines Tiger Air flies from Singapore directly to Shenzhen.
Updated Apr 4, 2011
There are regular air-conditioned coaches which travel from the airport at Fuyong to Shenzhen city and vice versa. The journey takes about 1 hour each way along comfortable highway. Each trip costs RMB$12.
Updated Apr 4, 2011
A good way to travel from Macau to Yunnan Province is by boat until ShenZhen, and then by airplane until Kunming. Boats leave at Macau Porto Exterior and arrive at Shenzhen Port. The journey takes about 1 hour. Boat fare includes transfer by bus from Shenzhen Port to Shenzhen airport.
Updated Apr 4, 2011
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Reviews and photos of Shenzhen attractions posted by real travelers and locals. The best tips for Shenzhen sightseeing.

A good way to travel from Macau to Yunnan Province is by boat until ShenZhen, and then by airplane until Kunming. Boats leave at Macau Porto Exterior and arrive...
76 members live in Shenzhen

Q: I think the ferry leaves around 0800, but every website I go to has different times. Does anyone one know the time of the first...

A: Looks like the first one is 7:45. This is the revised scheduled as at Jan 15 2012 http://www.cksp.com.hk/cnews/index/pdf/20120115.pdf (the right hand column is Shekou...
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