What is the best transportation to go to Shenzhen from Guangzhou Airport?

The best way is to take metro line 3 to Guangzhou East Railway Station (about 35 minutes), and then take a high speed train to your destination (about 70 minutes).

Also, you can take a direct coach from the airport. The coaches are scheduled at 9:30, 10:30, 11:30, 12:30, 13:40, 14:50, 15:50, 17:10, 18:20, 19:30, 20:40, and 21:50. It costs CNY 94, and the duration is about 3 hours.

Thank you! So, where will the metro takes me to? SZ East, or....?

Metro line 3 will take you to Guangzhou East Railway Station, where you can catch a high speed one to SZ.