What is the easiest way to go from HK airport to ShenZhen?

Well, you are suggested to take a ferry from Sky Pier to Shekou Port, which is available from 9:00 to 21:45, and it takes about 30 minutes to get in SZ.
If your hotel is the one in Luohu District, you can take metro line 2 and transfer to line 1 at Window of the World, then get off at Luohu from Exit A, walk north for about 300 yards, you will get to your hotel.