Travel to shenzen from hong kong international airport

What's the best way (as well as the cheapeast way) to get from HKIA to my hotel in Shenzhen (ZTL Hotel Luohu)? Someone told me to take Go Go Bus, some advise me to take bus & train. I'll be travelling with children & there are 5 of us (4 adults + 5 children). Please tell me how much is the cost. TQ