From HK, it is very easy to travel to Shenzhen. You just take the KCR all the way to Lo Hu Station (about 1 hour). The customs is directly outside the tap out area of the train, follow the signs, get your passport stamped then you are in China. (Hong Kong is China S.A.R)
Then search for a Metro Station, buy a ticket and you can go to these places.
1. 世界之窗 Shijiezhichuang: Miniature Famous Buildings. They look rather cute and very detailed. Take Metro to the 世界之窗 station.
2. 华强北 Huaqiang bei: Take Metro to the 华强北 station. The Huaqiang Bei Road (Lu) stretch is right side for males, and left side for ladies. The right side is all the electronics and the left side is all the clothes shopping area. look for the old pink 女人世界, where it sells everything a girl needs. This area do allow for some bargaining. Act firm.