Do we need Visa for Macau or Senshen for one day tour while in Hongokong on Oct 18-22, 2011

You don't need a visa to visit Macao with a valid Philippine passport . But you need a visa to visit Shenzhen (I guess you mean), which is in mainland China.

But it is possible for you to get a Shenzhen visa on arrival if you have a previous used China visa either on your new or old passport. And you should have the return air ticket and no overstaying record or visa cancelling record. However, even if you satisfy all the requirements, you may get refused with no reason. So you'd better get a China visa in advance before departure.