It takes $10 USD to get from Hong Kong to Shenzhen by High Speed Rail in 14 minutes at a speed of ~200 km/hr. 2 custom checks are needed (one from China and one from Hong Kong) on top of 1 security check. You can use Octopus (Hong Kong transit pass) to pay for the fare in Hong Kong. From Shenzhen you can take metro (MTR or subway) to go to various parts of the city. I only used $1USD for my travel in Shenzhen. One thing that caught my attention is the following police station -- the first police station operated by China since 1861, the fundamental reason why the British started Opium War, not because of the trade of drugs but the difference in legal and social systems that handled the case in which a second degree murder of a Chinese residence involving a British solder near Jordan Road in Kowloon, Hong Kong in 1839 http://www.hkmemory.org/city_relics/text/index.php?p=home&catId=162&photoNo=0
