How do I get to Shenzhen from Hong Kong?

my ETA hongkong is 22:50 november 03. may i know if we can still proceed to SHENZHEN by shuttle bus or train? how long is the travel time ? or can i just stay inside the airport and wait for the first trip (bus/train)in going to SHENZHEN? please furnish me the 1st & last trip (time) from HK airport to SHENZHEN.
THANKS A LOT