After arriving at HKIA, take Bus A41 to Sha Tin Bus Terminus and then take East Rail Line MTR to Lo Wu Station, after arriving, pass the customs and then take Subway Line 1 to Huaqiaocheng Station and then walk to your hotel.

Another option is taking direct ferry from HKIA to Shenzhen Shekou Port and then take taxi to your hotel.

You can change currency at Luohu Boarder and also if you take the latter route, you can change money at Shekou Port.