To other cities in China 去中国其他城市
By Train 坐火车
There are two train stations in Shenzhen, Shenzhen Train Station in Luohu District and Shenzhen West Station in Nanshan District. West Station only handles a few trains, so Shenzhen Station will be the only long-distance rail entry and exit point for most travellers.
Shenzhen station is located at the junction of Jianshe, Heping and Renmin South Roads. It is next to the Luohu Border Checkpoint, opposite Luohu Bus Station and connected to Luo Hu metro station.
There are two trains a day to Beijing. Hard sleeper/soft sleeper tickets cost RMB467/720 upon last check. There are no direct trains from Shenzhen to Shanghai.
By Air 坐飞机
Every major city in China is connected to Shenzhen by air. From Shenzhen Bao’an International Airport there are about twenty flights to Beijing, and thirty to Shanghai everyday. A full-price ticket to Beijing would cost around RMB1800 and RMB1500 to Shanghai. Outside of peak travel periods (Chinese New Year, May and October holidays) large discounts are often available for domestic airfare.
There are also international flights from Shenzhen. However, as a rule, international flights are cheaper from Hong Kong and domestic flights are cheaper from Shenzhen. Having said that, Shenzhen Airlines is becoming the first Chinese domestic carrier to offer competitive airfares to international destinations -- mostly South East Asian countries popular with local tourists.