I wanna go from shenzhen airport-HK-macau will better or shenzhen airport- macau -HK play better?

You are advised to follow Shenzhen airport - Macao - HK, as there are more ferries at Shenzhen airport to Macao than to HK.

You only need the China visa when entering Shenzhen. You can enjoy 30 days' visa-free stay in both HK and Macao.

I am at shenzhen huaqiang bei.is that take ferry,can i know which feery station near by there,how much per trip?
One more question,from macao to hong kong also by ferry?hpw much per trip?

If hong kong need back to shenzhen huaqiang bei.by bus better or by ferry?

Thank you your answer above

You can take a ferry to Macao from Shenzhen Shekou Port, which can be accessed by subway line 2 from Huaqing Bei. It costs CNY200 for economy cabin on the ship.
Yes, you can also take a ferry from Macao to HK and a one way trip takes HKD 153 for economy cabin on weekdays.
From HK to Shenzhen, you are suggested to take East Rail Line from Hung Hom Station to Luohu. Aftre passing the immigration check, take Shenzhen subway line 1 to Huaqiang bei.

may i know is that ,which booking will be more cheaper ? using online book or buy the ticket on the spot?

Well, as I know, the ticket fare would be same. So you can just purchase the tickets when you arriving there.