Eventhough you want to stay at a cheap hotel or hostel, try to browse the internet for a general price. Don't expect VOA, try to get visa (at least L-visa) from your own country. In Malaysia it takes about 4 working days for normal application. If going to Shenzhen better apply for double entry or multiple entry visa in case you decide later to go to HK. From SZ to HK by KCR East Rail takes about 45 minutes to Tsim Sha Tsui East. Bring along some cash in RMB and other major currencies which later can be exchanged in most banks in China. Don't bank on credit cards, although you can bring along, most business establishments don't accept but cash. Bring along the medicines that you need, most western medicines are not that easy to acquire.

I thought 10,000RMB was enough for 14-day stay in Shenzhen, China for my health treatment for the first time, and of course I brought along my credit card. How wrong I was, because most business transactions were done in cash. I was lucky that Huaqiang bei hotel accepted payment by credit card.

For simple meals, 50RMB per day suffice but if you need fine dining expect around 150-200RMB per meal in restaurants. Study Shenzhen map before travel. Most road maps have English and Chinese names, this will guide you to memorise some Chinese characters. Then use bus instead of taxi. Most stage bus within district has a flat rate of 2 Yuan. Red taxi starting fee is 12.50RMB. Don't listen to taxi drivers because they will tell you there's no bus service to the airport. Metro subway is the best choice, reliable, faster and cheaper, from Luohu to Nanshan (Shijie Zhi Chuang station) for only 5 Yuan.

Last yet not the least, put important things into Chinese. Ask someone to write down on several pieces of paper, such as name of the hotel, food you like to order, etc. They are still trying hard to learn English, even tourist Police at the Bao'an International Airport are struggling to use some English words. Most bigger restaurants have both Chinese and English menu.