Answered by Mr.MORRIS_JU from China | Aug. 16, 2011 19:42
You can take the bus A43 from HK airport to Sheung Shui, the Sheung Shui bus station just in front of the Sheung Shui train station, than take the train from Sheung Shui to Lo Wu (north bound).
After you pass the board, you reach Luo Hu Shenzhen. There are tube in Lou Hu, very easy for you to vist the other parts of Shenzhen.
You can take airplane from Shenzhen to Beijing.