Shopping in Shenzhen can be quite fun as most things here is cheaper than HongKong,and you can almost buy anything you want. If shopping is the thing in your mind ,Luo hu Commercial City will be your Shopping destination. It is right beside the main train station,near Hong Kong border.If you take train from HongKong to Lowu(Luo hu and LoWu is just different spelling,but they mean the same place), after you walk out of Luo hu customs,turn right,then you will see an escalator,the shopping mall is just upstair.
In Luohu Commercial city,you can buy any famous brand handbag,shoes,jewlery,clothes with affordable price as they are all replicas. As it is the first shopping area in Shenzhen,so the sales assistant will give you an expensive price in the beginning. But you can always bargain. Generally,you should not pay more than a third of the original asking price .Walking away will help when you don't get the target price.
Hope you enjoy your shopping in Shenzhen!