What is the best way to go to hongkong from shenzhen? Is it possible to use uber? Thanks!

Well, as I know, Uber is available in HK. But it's not necessary for you to use Uber. Taking subway is a fast and economical way. Would you provide the starting place in SZ and the destination in HK? You can pass the border from Luohu Port or Futian Port and enter HK. Then transfer to MTR to arrive at your destination.