Agincourt,
From HKG to Shenzhen (SZX, the city just north of HKG) Airport, you can take the jet-powered catamaran (six departures daily), which leaves from Kowloon (a part of HKG). Ph: 2851-1700 for info and 2789-5421 for reservation.
(Info from Lonely Planet-China 6th edition)