If you are going to visit China from Hong Kong, you may fly to or from Shenzhen, which is close to Hong Kong, to other parts of China, instead of flying directly to or from Hong Kong to the mainland China. You may take the train or bus to go to Shenzhen from Hong Kong or vice versa. The cost, especially for the air ticket, will be considerably lower if traveling in such way.
Between Hong Kong and Shenzhen:
Option 1
Railway (to Lo Wu Station):
MTR (http://mtr.com.hk/eng/getting_around/system_map.html)
Option 2
Contact travel agencies for bus schedule and tickets, e.g. China Travel Service (Hong Kong) Limited (http://www.ctshk.com/ap/bus/ncbus.jsp (Chinese); you may want to contact them for the English information on the transportation between Hong Kong and Shenzhen airport.)
Mr. K