How can I come from Shenzhen to Hong Kong Airport by cheap ferry.

Go to Shekou Port to take a ferry to HKIA directly. Ferries are in service from 07:45 to 20:45. It takes around half an hour and costs 330HKD per person.

For a cheaper way, take a bus at Regent Garden Hotel, Best Western Shenzhen or Crowne Plaza Hotel & Suites Landmark (there are many other stops) to HKIA in around two hours. The fare is 150-200HKD.