Shenzhen International Airport (simplified Chinese: 深圳宝安国际机场;traditional Chinese: 深圳寶安國際機場; pinyin: Shēnzhèn Guójì Jīchǎng; formerly named Shenzhen Huangtian Airport) (IATA: SZX, ICAO: ZGSZ) … see full wiki
It only makes sense to travel to/from this airport if you are heading to/from domestic China. Otherwise, it's international terminal mainly caters to budget airlines like Air Asia and Tiger Airways. The better options would be to travel to/from Hong Kong International Airport which is the best in the world! There are direct coaches and ferries from HK International Airport to Shenzhen (travel time around 45 mins, very regular services from airports except after 8pm in the night).
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