Re Hong Kong/Macau visit with a few one day trips over border into China

My wife and I are visiting Hong Kong and Macau in March 2012 and are staying in New Territories, close to the border. We are wanting to book a 12 hour tour from HK to Shekou & Guangzhou, and may also want to go accross into Shenzhen etc on one or two other occassions. Is this possible, and what are Visa details? We are Australian citizens, travelling with Australian passports, from Perth Western Australia. We live in Bunbury, 200kms south of Perth