Travel: Hong Kong to Shenzhen

Hong Kong is expensive so don't stay long. Get on the subway and get to East Tsim Tsa Shui or the other place where the KTR line intersects it. Get on the KTR bound for the last station of Luo Hu (Chinese name). Should cost about 20-30 HKD. Takes about 45 minutes. Cross the border into Shenzhen and good luck finding a place to stay.

The other way around, go to the port of Luo Hu, its a subway stop, and go to the port section. That crosses into Hong Kong. From there the only thing to do is get on the KTR train into the city. From there your on your own.