. . . if you can get a day trip to china . . . do it! It's a great experience and you can do a first look. We did it at our last trip to HK and now i'm sure i'll visit China one time . . . It's a really unknown country for Europeans . . .
Ask your travel guide in HK or ask at the hotel reception for this trips - we found one with an english speaking guide
Shenzhen which is situated at the border of Hong Kong is 35km away from it.
The most convenient way to get there is to hop onto the KCR train from Hong Kong which takes 45 minutes. The train station is right on the Hong Kong Border - Lo Wu Checkpoint on Jianshe Lu.
Basically you can spend 1/2 a day eating and shopping for imitation goods like branded handbags, watches, shoes. You name it, they have it. Don't forget to BARGAIN.
Once you arrive in Shenzhen, you MUST hold on to your bag TIGHTLY. There are a lot of pickpockets and they are really smoooooth. Dress down and people will not eye on your valuables too much.