Hong Kong is an island which was returned to China in 1997 after years under the British administration. The island has many tall buildings as there is not much space around. The population is more than 6 millions. This is one of the highest residential densities in the world. Hong Kong is connected to Kowloon in the New Territories via underground train (sea tunnels) or ferries. There are many places of interest such as Avenue of Stars (a promenade that has many palm prints of actor/actress on the tarmac), Golden Bauhinia Square (the Hong Kong Convention and Exhibition Centre), The Peak Tram, Kowloon etc. I am going to tell you how to visit Hong Kong in a day from Shenzhen.
Hong Kong houses viewed from the Peak.
The Golden Bauhinia Square in Hong Kong.
The Kowloon Mosque, Nathan Road.
Along the hilly slope, there are roads constructed to assist movement of people and vehicles. Pedestrian walk-elevator (in the middle over the road) is Hong Kong's innovation.
Tsim Sha Tsui East Station in Kowloon.
Mid-level Elevator linking Queen Road Central to the hills.
Mong Kok Night Market.
If you want to visit Hong Kong, you can stay in Shenzhen as it is cheaper than Hong Kong. You start your journey in the morning and back again in the evening.After clearing immgration and custom at the check point, you take a train from Shenzhen to Kowloon's Tsim Sha Tsui Station. The fare is HKD 36.00 to 48.00 single journey. The train departs every 6-8 minutes from Lo Wo to Tsim Sha Tsui. Travel time is around 40 minutes. When you reach the Tsim Sha Tsui East station, you can choose either cross via ferry or use MTR train to Central Station. The ferry or MTR ticket cost HKD 2-4. I suggest you walk to Avenue of Stars promenade to appreciate the island from Kowloon and take a ferry ride. Then walk to Golden Bauhinia Square. From here, you can take the train to Central or further up. Taking elevator to the hills at Stanley Street is quite an experience. Do visit the Peak Tram and go up the hills. You can see the view of the harbour. Tram fare is HKD48 (return).
Going back to Kowloon, you can take MTR train to Tsim Sha Tsui and have dinner (halal food) at Chungking Mansion. It is opposite the Kowloon Mosque. Do visit Mong Kok night market before you go back to Shenzhen. You can take a train to Shenzhen (Luohu) from Mong Kok station. Happy travel.