Michael - it depends on what part of Shenzhen you are leaving from. The suggestion from Mindy is good if you are in Shekou. If you are in the Futian area, your best bet is to go through Huanggang Checkpoint, and then get a bus to the airport from the other side. Or you can take the Hong Kong MTR from Futian Checkpoint to Sheung Shui, and then get the A43 bus to the airport.
You can also use this option if you go through Luo Hu Port.
If you want to spend a bit more money, you can get a "limousine" (van) which could easily hold the four of you from Huanggang. The advantage with these is that you do not need to get out at the HK border crossing. There is also the taxi option from Huanggang or Futian crossings.
Hope this helps. Answered by David (Austalia) | Sep. 30, 2015 04:14