If you're connecting directly from a flight, there's a ferry to the Taiping port in Dongguan. 8 sailings a day each direction. HK$290 from HKG to Dongguan, 290RMB for the return.

http://www.cksp.com.hk/eng/skypier/timetable/main.html

If you've already gone landside, then there are frequent direct bus services. Or if money not an issue, use a private car service.