How to go to Shanghai from hk/Shenzhen and back to hk?

We will be in HK in October for 5 days, after that, we would like to visit Shenzhen for a day or 2, then proceed to SH, and then back to HK for our return flight.
If it is easier to go to SH directly from HK, then we are prepared to give Shenzhen a miss.
Thank you.
Grace W