ferry is the fastest way, easily. Furthermore you won't have to bother with long lines at customs. Look at
www.turbojet.com.hk. There should be about 10 departures a day from Macu to Shekou, takes about an hour. Fare is $171HKD. After that, you can either take a taxi from Shekou to Luohu (about 30-45 min depending on time of day), or if you want to be cheap, take a taxi to the Windows To the World MTR entrance at the end of the MTR Line 1, then take the MTR over. If you don't have much luggage, this might be a better way to go since you won't have to worry about traffic. In the next year or two they should complete the MTR line which will go all the way out to the Shekou port.