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"Near the Hong Kong border" is not a location. Shenzhen meets Hong Kong along its entire southern edge, and the crossings are far enough apart that picking the wrong one costs you an hour each way. Before you look at a single hotel, answer one question: where in Hong Kong are you going? Everything else follows from that.
The three that matter
Luohu (罗湖) is the old one, and it is the right answer if you are heading for Kowloon or Hong Kong Island by train. You walk across into Sheung Shui and pick up the East Rail line. The hotel cluster here is the Luohu tower stock — the St. Regis in KK100, the Shangri-La directly above the station, the Crowne Plaza Landmark. Metro Lines 1 and 2 serve it.
Futian (福田) is the newer pedestrian crossing and the quieter one, connecting to Lok Ma Chau. It is generally faster than Luohu at peak because fewer people use it, and it puts you in the CBD, which is where you want to be if you have any business in Shenzhen either side of the trip. The Futian hotel stock is the tower-hotel end of the market.
Shenzhen Bay (深圳湾) is the one to use for the western New Territories, Tuen Mun, and — importantly — for coaches to Hong Kong International Airport. You cross by vehicle rather than on foot. If you are flying out of HKIA, this is almost always the crossing, and a Shekou or Nanshan hotel beats a Luohu one by a wide margin.
The rebuilt Huanggang port has not opened to the public and no opening date has been announced, so do not plan a trip around it. When it does open it will change this calculus — until then, the three above are the ones that exist. Full detail in the crossings guide.
Timing, which is the part that bites
Crossing times vary enormously and almost entirely by when you go. A weekday mid-morning crossing at Futian can take fifteen minutes end to end. The same crossing on a Sunday evening, or on any public holiday on either side, can take well over an hour, and Luohu is worse because it carries more people. If your schedule has no slack, cross early, cross on a weekday, and avoid the last two hours before closing when everybody has the same idea.
Check the operating hours for your specific crossing before you rely on them — they differ between checkpoints and they have changed more than once. The official position is on sz.gov.cn; do not trust a number from a forum post.
Why you might not want to stay at the border at all
Luohu is convenient for the crossing and mediocre for everything else — it is the oldest part of the city, the streets around the station are busy and tired, and the good eating and walking are elsewhere. If you are crossing once, stay where you actually want to be and accept twenty minutes on the metro. If you are crossing daily for a week, stay at the border and take the trade. The Luohu guide is honest about what the district is and is not.
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