As one of the first cities to open its doors to the West in 1979, and with the added advantage of being right next to Hong Kong, Shenzhen has some great department stores and there are some good bargains to be had here. Hong Kong residents make regular trips up to Shenzhen to do some shopping, and electrical goods are a particularly good buy.
Shenzhen actually leads some of the consumption trends on the mainland and the latest fashions and products from Hong Kong and Guangzhou are readily available throughout the city. Electronic and electrical appliances, clocks and watches, jewelry and leather are all good buys.
There are four main commercial districts within Shenzhen city. The area around the railway station is particularly good for clothes. The district between the Shanghai Hotel and Seg Electronics Co. mainly sells electrical appliances which are a particularly good bargain here.
If it is smaller commodities you are after, try the streets around Dong Men and the 'old district'. Famous-brand products from clothes to cosmetics are available in the flashy department stores such as the Xiwu Department Store and the International Commercial Market along the roads between Shenzhen Grand Theater and the People's Bridge.
Boundary Street in the Shatoujiao District is another good area to purchase fine quality products. Wall Mart, the American hyper-market chain also have a branch downtown.