visa applying in singapore

i am a malaysian working in singapore,me and my family will be going to shenzhen for a family trip.we have decided to have a tour in shenzhen for 3 days,then we will like to go to hongkong for another 3 days to finish our tour before coming back to malaysia.
as you can see that i have to apply visa in singapore but to board the flight in malaysia(kuala lumpur),please give me some tour advice for directing me into a correct way,thank for the help...