The entire region is well connected by highways and any city or town in the region is easily reached by bus. Driving yourself is not recommended; see Driving in China.
Guangzhou is a major rail hub with connections to anywhere in China, including to Shenzhen and Hong Kong. Recently the Guangzhou-Shenzhen line has been upgraded to form part of China's high-speed rail network. The high-speed Guangzhou-Zhuhai line opened in early 2011, but only to Zhuhai North station, a considerable distance from downtown. An extension to Gongbei downtown Zhuhai next to the Macau border and Zhuhai Airport is scheduled to go into service in 2012.
There is a good system of passenger ferries, mostly fast hydroplanes, connecting the main cities on the Pearl River estuary — Hong Kong and Shenzhen on the East side, Macau and Zhuhai on the West. There are also some helicopter links, fast and convenient but very expensive. See the "Get in" sections of city articles for details.
All the cities have good local bus systems but watch for pickpockets and plentiful taxis. Guangzhou, Shenzhen and Hong Kong also have subways. See the "Get around" sections of city articles for details.