The easiest border to cross into Shenzhen is probably Lowu (Luōhú/罗湖/羅湖). It can easily reached by MTR (subway), in fact, Lowu can only be reached by MTR from Hong Kong. The border is open from 06:30 in the morning until midnight 00:00. The visa office is open 07:00 to 23:30 .
- Take the MTR from anywhere in Hong Kong to Lowu
- In Lowu, leave the MTR and go to Hong Kong immigration to exit Hong Kong
- After Hong Kong immigration follow the flow of the people over the bridge (about 100m)
- When you enter the China immigration building, go straight past the escalator down. You can see already the passport counter
- Do not go to the passport counter, do a sharp 180º left turn and go the escalator one floor up
- Get the 5 day Shenzhen visa form and fill it
- Hand it to the counter, and wait
- Waiting time is usually just a few Minutes. Pay, get your passport, go one floor down to the China immigration counter
Special Note: Some countries pay more then others!