If yo want to save from Shenzhen to HK, you can take the airport bus for 20 RMB to the terminus and then the subway 5 stations to Luo Hu (3 rmb). Then the KCR train into hk (around 35 HKD to Tsim Sha Tsui East). From HK to the airport It is not that easy. You need to take the Subway to Ke Xue Guan station. But it is not easy to find the bus from the subway station if you don't know your way. There are too many exits.