Which station in Shenzhen should I leave from?

You can take train form SZ Railway Station to Dongguan Station. The duration time is about 40 minutes, and the ticket fare: 1st Cls., CNY58.5; 2nd Cls., CNY53.5/US$8.

Or you can depart from SZ East Railway Station to Dongguan East Station. The duration time is about an hour, and the ticket fare: Soft Sleeper, CNY92.5; Hard Sleeper, CNY65; Hard Seat, CNY11.

You can also catch train from SZ West Railway Station to Dongguan Station. The duration time is an hour, and the ticket fare: Soft Sleeper, CNY98.5; Hard Sleeper, CNY69.55; Hard Seat, CNY15.5.