Glad you've worked it out. I guess what I've prepared won't be of use to you but hope it may still be helpful to others contemplating on going to Hong Kong via Shenzhen in the near future.

In November, China Eastern has 3 scheduled flights daily (One way for as low as 450RMB + 190RMB surcharge), from Kunming (KMG) to Shenzhen (SZX) Check out the China Eastern website for flights, dates & pricing below:

en.ceair.com/

Once arrived at SZX (China Eastern is at Terminal A), you can follow the bi-lingual signage, take a short walk to the new terminus "Airport East" metro/subway station (The metro walkway is between Terminals A & B), buy the metro token at the user friendly touch screen automated machine by selecting your destination (Select the "Luobao Line", aka "L1" to the opposite terminus stop, which is "Luohu". The destination Luohu metro station is practically right underneath the Luohu Port building. Once above ground at the open plaza, you'll see the port building looming above. BTW, The Luohu Port building is old and navigating to the right entrance to China Immigration will be confusing the very first time. Also note "Luohu is the romanize name in China, but it is called "Lo Wu" in Hong Kong). The metro trip should take about an hour to an hour and 15 minutes (The bus from the airport will cost more and likely take about 2 hours+ to get to the Luohu bus depot, which may be a real hassle, depending where the bus docks at the very old & fragmented bus depot).

Upon finding the entrance to China Immigration (Up an escalator and then through a few turns, look for signage directing you to the "FOREIGNERS" lines to exit China and make sure you've filled out your China Departure Card for foreigners. After the China check out, you'll have to walk across a wide covered bridge (Usually very crowded) to the Hong Kong Immigration check point, look for signage directing traffic for "VISITORS" make sure you've also filled out your HK Immigration 'Arrival Card" (Available on counters just before lining up for the visitors "PASSPORT" line).

After the HK Immigration, go up an escalator and a short walk will take you to the Hong Kong MTR East Rail Line (EAL), which will take you through a wide area in part of the New Territories & Kowloon of HK. I believe there is a money exchanger booth just before the turnstiles to the MTR trains if you need HK currency. You'll need to buy yourself an Octopus Card from the MTR Service booth (they may take international credit card payment in lieu of HK dollars ) to take the train (The card requires a HK$50 deposit and you need to fill it with additional HK dollars for your anticipated use for the day. The card can register only once for one person and will not register again for another person boarding the same train/bus at the same time. You'll need to buy one card for each person traveling with you). If the Octopus Card is less than a month old when you surrender it for refund of the unused money & deposit, you'll only get back HK$43 of the original deposit and all of the unused balance. But I believe in lieu of the Octopus Card as described, there may still be a one-day pass type of card for a fixed amount (Used to be HK$50 I think) that allows you to take unlimited regular city bus and MTR rides in a given 24 hours, but NOT on the MTR East Rail Line, the airport Express Train, the Victoria Peak Tram and other specialized transports. A taxi ride from the HK Lo Wu crossing to the "city limit" will cost at least HK$300 or more.

I didn't realize the Shenzhen metro now went all the way to Bao'An Airport. Good to know. Thanks.

The entire Shenzhen metro (or "subway", as we call it in the USA) system was completed and opened in June this year in time for the 2011 China Collegiate Games in Shenzhen in August.

The Shenzhen metro system is very clean (so far) & inexpensive. The entire system is comprised of 5 lines (L1 through L5). A search online for Shenzhen subway or metro will show the color coded bi-lingual system map that you can save for future reference.

The metro PA system pre-announces each stop in pre-recorded Mandarin, Cantonese & dictionally near-perfect English (Just like the HK MTR system). I took the metro from SZX to Shekou Port via a line transfer at Window of the World (WoW) stop at a cost of only 8RMB. The ride from Shekou Port to Luohu, again changing lines at (WoW) costs 7RMB. I surmise the ride from SZX to Luohu probably costs 8 to 10RMB.

I'm not sure China Eastern's service can get any worse. When we booked our flights two weeks ago they must have known they were going to cancel the daily flights and cut back to twice per week, but they booked us.

On Monday when they called to say the Tuesday outbound flight was cancelled and we would have to change to the earlier Friday we decided to cancel entirely and re-book. That was done on Wednesday and we got a full refund. It took over an hour to process the cancellation and a further 20 minutes to give out the cash (despite the fact the original payment was by debit card).

Today China Eastern called to tell us the Wednesday return flight that we cancelled two days ago would have to be re-booked to two days later. They must be working from a paper printout rather than up-to-date computer records since we already cancelled.

This whole episode leaves me in doubt about booking any future flights with CE.

@aiyaryarr — I've ridden the 深圳地铁 a lot, as recently as early this spring, but I didn't know the spur to the airport had been completed. Next time I do a HK visa run, I'll use it. Thanks.

@AlPage48 — Not trying to excuse or defend China Eastern, but I've had the same experience (late cancellations) with several Chinese carriers on short-haul flights. Sometimes they even cancel a flight on the same day as the planned departure. Extremely inconvenient.

This is simply great news. We did this trip...Kunming-Shenzhen-The Luohu Port building-metro to HK a year ago last July, and the leg from Shenzhen airport to Luohu we did via taxi and about 100 yuan bill. So glad the Shenzhen side metro is now done. We are headed back in early December for a short week. This info is soooo helpful. thanks especially to aiyaryarr!