Travelling from Singapore which is more convenient：to get to Shenzhen directly or travel via Hong Kong

Intend to stay 2 night in hongkong & 3 night in SZ city which is the most convenient way as got heavy luggage.
should I go to hongkong first stay 2 night then go SZ stay 3 night & return to hongkong to catch the flight home or should go direct from hongkong airport to SZ stay 3 night then return to hongkong stay 2 night & catch the return flight back to Singapore.