want to see All interesting part of shenzhen

From HK to SZ, you can take cross border coach or by ferry.
If by coach, you can take coach operated by Chinalink from Jordan Nanking Street, Tsim Sha Tsui Elements, Mong Kok Shanghai Street to SZ Bay. More 20 buses are available each day.
If by ferry, you can take ferry from HK Macau Ferry Terminal. 5 ferries are available at 09:00, 11:30, 13:00, 15:30, and 18:00.

If you want to see all the interesting places, you need to stay there for one or two nights.