What is the fastest way (port) to get to Hong Kong airport from Shenzhen?
Take the ferry from Shekou port straight to Hong Kong airport. Check-in is done on the China side and you stamp out your visa and passport before boarding the Ferry. As you are going straight to airside there is no arrivals process in Hong-Kong which saves time and all you need to do is put your bags through the scanner on arrival.
Total cost around 300 RMB of which you will receive 120RMB back in Tax refund at the HK side. Not a clue why.
Take the hydrofoil from the port near Shenzhen to Hong Kong's Airport.
Hong Kong (HKG) <=> Shenzhen Airport (SZA) - TurboJET
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Shenzhen Shekou Port Ferry: Time Table, Route
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The fastest and easiest way is to go to huanggang port, and hire a van. They take 4 or 5 people, and you don't have to exit the van to clear customs. Its been awhile since I've taken it but I think it takes about 45 minutes once the van is full and leaves, sometimes it can take 20 minutes or so to fill up the van, but it's never too long. Give yourself a bit more time the first time you do it, as things may have changed, but it's by far the fastest. You can take the same van from hkia to sz as well.