Hi, Habib. Generally, all the electronics products in Shenzhen is much cheaper than they are in hinterland of China. Huaqianbei is perhaps the most well-known place to buy these things. It is a stree full of eletronic shops and markets. Suggest you choose to fo Shenzhen from Beijing by air. No special visa is need for you to go to Shenzhen, unless you will go to Hong Kong or Macau from Shenzhen.