What is the best mode of transport from Nanshan District to Hongkong?

Actually, you should get to Shenzhen Bay Port first which is located in the Nanshan District of Shenzhen. There you can take bus no. B2 to Yuen Long Station. Then you can transfer to West Rail Line to East Tsim Sha Tsui Station, Hong Kong.

Thanks Nina for the response... But still a little bit shady about the instruction because I didn't specify I am going to Hongkong airport. By the way I am holding a Z visa in China. So does it help making my travel to HK easy.

Hi, since you wanna go to Hong Kong Airport, the transport is more convenient and easier to catch. You need go to Shekou Port (in Nanshan District) first. There you can take a direct ferry to Skypier which is near the airport. The ferries depart from Shekou Port at 07:45, 08:45, 10:00, 11:15, 12:15, 13:30, 14:30 and 15:30. It takes about 30 min there. By the way, no visa is needed for you traveling from Shenzhen to Hongkong and for you staying in Hong Kong within 14 days.

It gives more direct information now. Thanks so much!