Take the bus from HK airport to Shenzhen?! Give HKD. There are buses between these two sirports every 20 mintues. The bus route is operated by Trans-Island Co. and it has service counters in passenger Lounge of Termianl 2 and COunters A17-18 of Terminal 1 in HK Airport. It takes 2 hours. Another faster way is to go by ferry from Sky ferry of HKIA to Fuying Dock of SHenzhen AIrport. There are free shuttle bus from both airports to its adjacent ferry terminals. It takes only 50 minutes.