How to go to Shenzhen

Guangzhou East is the best railway station to take the trains for Shenzhen, but you can also take the trains from Guangzhou Railway Station. The earliest bullet train from Guangzhou to Shenzhen leaves from Guangzhou Railway Station.
The airport shuttle bus for Shenzhen starts from 09:30 in the morning, so you cannot catch the shuttle bus.
I advise you to pre-book the ticket for the first bullet trains for Shenzhen, if you are hurry to arrive in Shenzhen. Otherwise, you do not need to.
If you want to catch the first train, you'd better stay near the railway station. There is a Liuhuan Hotel near the railway station.

Thanks Michelle,

Roughly how much would it be to take a taxi from Guangzhou Airport to the train station?
Do you have the website of which I can pre-book the ticket for the bullet train.

Guangzhou East to Shenzhen, correct?

Do you have any recommendation for shopping of wholesale in guangzhou and shenzhen? :)

From the airport to the train station, there is shuttle bus, so you do not need to take the taxi. The shuttle bus line 1 will take you to CAAC Ticket Office , which is near to Guangzhou Railway Station. The price of the ticket is 16 RMB.

As for booking the bullet tickets, you can refer to https://www.travelchinaguide.com/china-trains/ to search the ticket and book it in advance.

As for the wholesale market, in Guangzhou, you can go to Tianhe District, where many wholesale markets scattered there. There are also many wholesale market in Shenzhen. If you want to buy things in wholesale markets, you can tell me which kind of things do you want to buy and then I can recommend you some exact markets. That will be more convenient for you to choose.