Before you go, check this:
You have a passport, bring it
The passport must have at least one free page without any stamps
Your passport is not from one the following countries:
- South Africa
Special note, the above countries can not get the 5 day Shenzhen visa! The list is not complete, there are more countries that can not get the 5 day Shenzhen visa!
You need a passport picture now. There is a free machine in front of the visa office. But you need RMB 168 (for most countries*). Get RMB in Hong Kong. It is legal to bring up to RMB 20,000 into China.
You can get the visa at following borders:
Lowu/Luohu (MTR only)
Shekou (Ferry only)
Fuyong (Ferry only)
You can definitely not get the visa at his border:
Lok Ma Chau / Futian
Shenzhen / Baoan Airport