There are two major border points through which most travelers to Mainland China and Hong Kong cross the border. These are Lo Wu/Luohu station (Hong Kong and China names respectively for the same place) and Lok Ma Chau/Huanggang (Hong Kong and China names respectively for the same place).
On the Hong Kong side one is on the North End of the New Territories region and on the China side one is in the bustling city of Shenzhen China’s capital of fashion, shopping and production. Assuming one has the visa in order or the visa application if getting one at the border, (see if the possibility exists based on your citizenship). The crossing runs smoothly and is easily navigable with signs in various languages.
The Lo Wu/Luohu Crossing station is one of the most popular border crossings for all of China. There is lots of industry and commerce especially on the Shenzhen side, so one will find many locals and Hong Kong citizens crossing the border to shop and enjoy the well-established infrastructure. It seems as if something new is being updated all the time, a good sign of the healthy trade and ease of access. Lo Wu is connected directly to the East Rail line on the Hong Kong MTR, making it a smooth ride into Hong Kong Central and beyond. On the Shenzhen side the bus station and metro is right across the border so one can move around this city no problem. This border is not open 24 hours a day and that can be the only real inconvenience. Hours are from 06:30 till 24:00.
The Lok Ma Chau/Huanggang crossing point also sees a lot of traffic and is a pedestrian and vehicular crossing space. It is served as well by East rail line MTR trains on the Hong Kong side and Connected to buses and the Shenzhen Metro line 4 on the China side. This border crossing is open 24 hours and since it is for vehicles as well, most buses running from Shenzhen to Hong Kong central and airport utilize this crossing. When crossing in a shuttle van doors are simply slid open for a quick visual inspection while documents are verified. These are two of five crossings between Hong Kong and mainland China but they are by far the most popular, expedient and well served by public transit. Tourists can expect around 40 minutes for the whole immigration process to transpire outside of peak times.
For being one of the world’s busiest and more fascinating borders, it is quite an efficient and pleasant experience.