If by best you mean cheapest, then flying to Shenzhen or Guangzhou is best. I usually do Shenzhen (it is closer to HKG) and there is a direct bus to the HKG airport. There is also a ferry terminal 10-15 minutes away that has a ferry service to the airport. Flying into HKG directly is certainly more convenient but much more expensive. Taking the direct bus or the ferry involves minimal hassle.