Hi,acosta
You have to apply for a visa to enter mainland China. That is to say, you cannot go to Shenzhen without a visa issued. To have a great trip by oneself requires a lot of preparation work. I think you should get to know your destination better and decide what you are going to do there and then estimate the cost. Or you can have a budget first by yourself and then arrange the trip. Anyway, wish you a nice trip in Hong Kong and in Shenzhen if you will go.