1. You can take E34 bus (at Tungchung) to 又新街 at yuen lang(on the bus you will be told next station will be 又新街), and then walk a few steps to B2 bus stop. B2 bus will take you to shenzhen bay. It just costs you HK$26 from Tungchung to shenzhen Bay. I sometimes go to shenzhen. If you and me both are available one day. I can take you to shenzhen.
My emai address is
chnxren@yahoo.com
2. You can also take MTR to 罗湖。Look up the MTR map: 欣澳-荔景-太子-九龙塘-罗湖。It will take about one and a half hours to 罗湖。
3. You can take MTR to 葵芳(Kuai Fong). There is a bus to shenzhen Bay(HK$46).