Hello! How can we get to SHen zhen from Hongkong?

We'll be in HK next week, and we plan to have a 1 day visit in shenzhen? How can we get there.. Pls help me specific instructions how to get there in shenzhen, like what to ride, time and place.. We'll be staying in tsi sha tsui , and we would like to go back to HK on the same day. Thanks much...