We are travelling to Kowloon next March 2013 and would like to go to Shenzhen for a shopping tour

You do need a visa for your trip to Shenzhen and your trip to Xian where the Terracotta warriors are located. If yo uwil lonly go to Shenzhen for one day, you can get an Shenzhen Speical Zone visa on your arrival at the entry port from Hk, but you will go to Xian as well, so I advise you apply for a China Tourist visa from the China Embassy or consualte in your living place in Australia in advance. The on-arrival visa at Shenzhen port is only valid in Shenzhen.