flying from Sydney to Hong Kong then Shenzen

Sorry, the 72 hours free transit is only available at Guangzhou Airport. But you can apply for the VOA when you arrive at Shenzhen Border. By the way, you don't need to take a train. Just use the East Rail or bus from HKIA to Shenzhen Border.

Hi Sally, Thanks for such a quick response. I was actually planning on having my visa pre organised before arriving in PRC by my travel agent here. Do you think this is needed or can I wait until I arrive in HK or at the border and if the at the border how long does it takes and what cost? Also you say don't take the train but take either the rail or bus, can you explain further about these options on where from , how, costs etc, because I am staying in Shenzen and actually being met by my chinese lady friend at HK airport, so I would think she would know what's required, yes?

Well, you can apply for it in advance. But I think you can apply for the VOA at the Shenzhen Border or in HK when you arrive. You can take A43 airport shuttle bus from the HKIA to Sheung Shui Railway Station and then change East Rail (MTR) to Lo Wu, exit A2 and walk to Luohu Border. The total cost should be around HK$50.