Originally Posted by
Gongzuokuang
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.
The Toyotas cost HK150 pp and generally fill up within 10 minutes (sometimes much faster).
I agree with
rkkwan: if you find yourself on any sort of train between HKIA and Shenzhen, you're probably doing something wrong.