From US w/ chinese visa. Arrive HK for 5 days. How to get to Shenzhen airport?

Which place do you stay in HK?
As I know, from many places in HK, you can find direct buses for Shenzhen airport.

If you can tell me your position in HK, I can tell you in more detail.

Thanks. I will be at the Sheraton in Kowloon. In the AM go to Shenzhen, in the pm go to the airport.

Is it Sheraton HK Hotel & Towers Kowloon? Then it is at Nathan Road. I suggest you walk to East Tsim Sha Tsui to take East Rail line to Hung Hom Station, where you can take local East Rail line to Lo Wu. Then cross the immigration to SZ Luohu. After that, you can use local subway or bus to go to your destination.

To Bao'an Airport, you may use shuttle buses or subway. Since your location in the city is unknown, it is hard to tell the exact transportation method.