I have often wanted to try the ferry, but they need a minimum of one hour to transfer your luggage. And I am not even sure how that works. What if your luggage is already headed to the airline luggage claim?

I figure that the one hour of waiting is only slightly less then the time it takes to get to SZ via airport express / train to Lok ma chau, and does not even factor in the ferry time.

An option that might simplify the train changing is to take the airport express to Kowloon station, then taxi to Hung Hom station, then train to Lok Ma Chau. 22 minutes airport express, 44 minutes HH to LMC. Plus taxi time between Kowloon Station and HH.

Taxi or private car is probably the fastest, albeit most expensive option. I have taken the private car, and it is super simple. I don't remember the cost. You do need to wait for them to fill the car.

Let us know what you decide, and how it works (time, price)