Hi I want to go to Shenzhen in Feb 2014 What is the best route from South Africa

Just as you said, I also suggested to fly to HK first and use the local direct bus to reach SZ directly.
The buses between HK and SZ are very convenient. So please do not worry.
If you want to know how to reach your hotel from the HKIA, you can tell me your hotel's name.

Hi
I am going to the Add: Absen Building, Huawei Industrial Park, Bantian
Longgang District, SZ .
I will be flying Hong Kong and want to stay at an economical hotel for one night on my way back but when i land in Hong Kong , I want to take a immediate trip to SZ to finish my business .

Any recommendations on cheap but decent hotels where I can sleep and shower .

How long is it by bus to SZ from Hong Kong and any idea what it costs

is in luohu district ..shekou line