VOA, Double Entry or Multiple Entry

When crossing from HK into Shenzhen - apart from the temporary five-day visa for Shenzhen only - what other options are available? e.g. is it possible to obtain a two-entry permit to China (beyond Shenzhen) or even a one-year multiple entry type (for someone who has several such entry permits already in their passport)? And, if these options are available, does obtaining these lead to additional delay or is it processed in the same amount of time?