1. It depends on where you live. If you live in Shenzhen, or live in a neighboring city with a city terminal at Shenzhen Airport, or your relatives and friends can drive you to Shenzhen Airport within an acceptable range, and you don&;t mean to stop by when crossing the border, I think you should choose to leave from Shenzhen Airport. After all, the journey from Shenzhen to the airport must be reserved for at least three hours. Your round-trip air ticket to 400 yuan is cheap, plus staying for two nights and taking a taxi to and from the airport, which actually didn&;t save money.
2. If you want to play while crossing the border, it&;s better to stay back and forth without tossing around. When you go, it is recommended to stay near the Mong Kok subway station, next to the Xintiandi Hotel (Mong Kok) or Yihao Hotel on Argyle Road, which can be found on this website and close to the langham place Mall in Mong Kok. Other hotels with no stars nearby are not recommended. It takes only a few minutes to walk from these two hotels to Argyle Road and the Mong Kok Market Station near Guangdong Road. These two hotels are the closest hotels near the airport where you can take the airport bus. At Mong Kok Market Station, you can take the A21 airport bus to the airport, which takes about 65 minutes by car. I suggest you leave the hotel door at 5: 50 at the latest to catch the bus leaving from Hung Hom Station at 5: 45.
3. When you come back, I suggest that you stay in a hotel near Nathan Road from Mong Kok to Tsim Sha Tsui. After you leave the airport, you should only take the overnight airport bus N21. After N21 arrives at Mong Kok, drive along Nathan Road until you reach Tsim Sha Tsui Pier.