Only fast if where you want to go in SZ is close to a ferry destination such as Shekou. If you want to go to Luohu or Futian (the 2 main business districts) then you will have a reasonably long (and expensive) taxi journey to follow. Much better in those circumstances to take the bus as I previously advised

Bus/SUV transfer now much faster and more efficient since the opening of new border crossings such as SZ Bay

nickyboy