What to do/see in Shenzhen?

Definitely get a massage or twenty. They are really cheap, so just stopping off for a quick foot massage isn't a treat, more like a necessity. No hanky-panky though, if thats what you're in to.

There is an excellent pedistrian street for cheap goods, DVD's, and even starbucks. I can't recall the name right now so i'll have to get back to you later.

Have a drink at the Galleon bar in the intercontinental shenzhen.

SoHo bar was recommended to me, and it has a good central location. I haven't made it there myself though.

There is plenty of nightlife and shopping to be had. Pick up a copy of "That's PRD" magazine. Its a godsend for english-speaking only expats. Restaurant listings, bar/club listings, etc. It will keep you abreast of whats going on. Xiao Fei Yang (or little fat lamb) is a good hot-pot place and they have locations in Shenzhen. I gets packed though so reserve or go early!

There is still some local culture left, but as you said, its fewer and far between than in other cities. If you have the day, day-trips to Guangzhou, Dongping (a little fishing village) or some of the beach areas around Shenzhen are possible. Obviously Macau and Hong Kong too.

Do watch your wallet and belongings. Its still relatively safe next to north america, but with such a huge surge of people coming from inland to find work, obviously pickpocketing and petty theft come along with it. In crowded areas (metro stops, etc) if you see the locals keeping their backpacks in front, you might want to do the same, as goofy as it looks.

As for tailoring, i've done some half-assed research and come up with nothing. If the suit I had made in Guangzhou was any indication, you are probably better off saving your cash for Hong Kong.

Shopping. Seriously, the cheapest prices you'll probably see and they're still willing to deal for less.

It's been a good year and a half since my last visit so take with a grain of salt, but mapo doufu at the jun yi hotel. Best mapo doufu I've had in my life.

The chef they had on my last visit had some amazing knife skills. Our table had a clam dish done up with the shells as an auditorium, the clam meat as a stage and dry ice for effect. Pretty spectacular for the $10 USD that it cost.

Normally went there for business lunches, so no idea on their evening service.

Shenzhen is the wild west of capitalism and one of the main centers for sewing factories in the country. Window shop a bunch before you really put down money on clothes. quality, especially in raw materials will vary widely. Because you are so near all the factories and the skilled labor, you should be able to find some great deals with a little looking. My recollection is that you will only find good tailors (fitters really), at the western hotels. These were usually guys brought up from Hong Kong.

as mentioned by another poster, it is something of a magnet city for the kids coming out of the countryside to find work. As the big link between the mainland and HK, there are some shenanigans that go on. Be careful what areas you go to in the evenings.

I still never understood this. When I went to China for a month and a half long study abroad, not one person out of a group of 35 people ever lost their wallet with the exception of one guy losing his because he was completely hammered beyond belief.

I remember stopping in ShenZhen and going down one of its biggest streets (literally took 20 minutes to go down two miles so we decided to walk). Anyways, it seems to be the place to buy a cheap digital camera as it seemed like there were 20 Sony, Canon, Samsung stores each on that one street.

SZ is a great shopping town, like all others have said.. nightlife is decent.. I suggest hitting up a night club. The female bartenders love to play a drinking game with you. It involves dice... and out rolling each other? I can't remember to be honest..it was a lot of fun, and they cheat like crazy, but if you play enough..and then pay a bit.. you can usually end up bringing them home with you.
I was only in SZ for a few days (more or less just passing through on my way to and from HK), but it was a solid city to stay in. I wouldn't recommend staying for too long, but enjoy the food and cheap massages.. but you can get those in any city in China. Shopping is what SZ is known for.. but if you want authentic things.. good luck. HK is too awesome for words to describe, spend the bulk of your trip there, you can still get by rather cheaply.

Yeah, it's definitely not a regular occurence. but it does happen. I've been here for about a year and a half and have never lost anything, let alone felt unsafe. A buddy of mine was walking through a busy part of town and realized the side of his pants were flapping in the wind. Sure enough, someone had razored his pocket and jacked his wallet and phone. Just better to be diligent, thats all. I'd like to see someone try the razor trick with my Ironhearts though!!

Hong Kong is surely awesome, and can be as cheap or expensive as you want it to be.

The dice game actually goes like this. You roll, and take turns calling the amount of a certain number between the two of you. i.e, I roll and have three 5's. I call "four 5's", guessing that my opponent at least has one 5. They can either one-up me by calling "five 5's (or more), calling a certain amount of 6's, or calling bullshit on me. It keeps going until someone calls BS and the last call is verified. Loser drinks. And ones are wild. Wicked game.