visa to guangzhou and transportation

hi, im from indonesia and plan go to gz early january..
my route from hk-macao-zhuhai (gongbei border) - gz - shenzen-hk and the question is
1. what type of visa i need ? single or multiple entry ? note : indonesia pasport no need visa to HK but in china must have.
2. what fast transportation from zhuhai - gz ? and stop in where ? I stay in "beijing road"
3. same with no 2.. fast transp from gz - shenzen and when i buy ticket must buy stop in what station ?
4. in which station gz have route to shenzen ?
5. i need market in gz no bargain but fix with cheap price, can u recommended for me ? 'coz i can't cantonese