Thank you all anyway for your advice.
That's one nice thing about the airport system: you can check in and check your luggage before you get into the airport. It has always worked flawlessly for me. It's a surprising convenience.
I've always equated Shenzhen to Orlando. Orlando is known for theme parks, their resorts, and shopping. Take away those things, it's just an average, urban-sprawled city. Not much else is there. Same thing with Shenzhen, except that it's much, much bigger. (And instead of outlet malls in Orlando, it's "questionable authenticity" malls in SZ).