TST

If you're be spending a lot of time in Shenzhen, stay at the Royal Park Hotel in Shatin. It's about 30min to the border vs 1 hour from Tsim Sha Tsui(TST).

Don't stay at the Kowloon hotel for any long time period, the rooms are tiny. barely wide enough to roll in a small suitcase.

BP Intl Hotel is a hostel like hotel. It's got private rooms for cheap, they're a basic clean room. The A-21 airport bus runs 1/2 block away as is the MTR. I have seen 4 people in rooms with bunk beds, but I have always had a private 1-2 bed room to myself.

Luxe Manor Hotel is a funky place 1/2 way between TST and Jordan, it's not that close to the MTR (subway) but it's in a good exploring area.

The Langham is good hotel near the ferry port, it's about 3-4 block walk to the MTR, but is perfect if you're spending a lot of time on HK Island or walking around TST.

Langham Place Hotel in Mong Kok is an excellent hotel. Best Hotel I've ever stayed in. Superb service, modern, floor to ceiling windows, good price for 5 star ($200USD), located next to Langham Place Mall, and on top of Mong Kok MTR station.

Go to the Intercontinental if only for drinks, to sit in the bar and watch the skyline and boats go past. There's a HKD$200 minimum to sit there, but I've never been called on it.(plus 1 double whiskey will take care of that cost)