4 days visit in Macau with plans to go to Zhuhai and Shenzhen

Hi. Good day. Im Bon from the Philippines. My family will be travelling Macau on Sept 5-9, 2013. We are planning to visit Zhuhai on 6th (from Macau) for a day tour visit only, then go back to Macau in the late afternoon. The following day (7th) we go tour Macau the whole day. On the 8th, we are planning to visit Shenzen for tour with plans of overnight stay in one of the hotels and be back to Macau again on the 9th. My questions: 1. Can we apply visas here in Manila or at border/immigration (Macau-China) area there? 2. Is it applicable to both Zhuhai and Shenzhen? Or do we need to apply separate ones for each of them? 3. Do we need a show money to get in there? And if yes, how much do we need for each person? Thank u very much mam. I want a hassle free travel for my family. Thank u, thank u.