Hi, I am attending a wedding in Shenzhen in March..what should I wear?

You may be a lady right?
If so, just avoiding the black is enough.
Wearing suits are the best method.
If you attend the friends or workmates', it is suggested to ask the other people for the gifts issue. In Chinese, usually, attendents will prepare some money in red envelopes as gifts, but the amount of money depends on the how the relationship is.
Hope the information can help you.