Immigration check in at Main Land China

Thanks a lot to Frankie on subject called "Chinese Rail Ticket collection" for replying my earlier question.
This question is regarding Immigration check out and "Immigration check in at Main Land China"
I believe when I leave Hong Kong immigration out stamp will be is in Hong Kong. Now my question stands for in which station I will get my Main Land immigration in stamp in my passport..................It is in Hong Kong or in Shanghai?..................If it is in Shanghai, may I get down to any of the station to purchase food or something like that (As the journey time is about 20 hours) and continue the same journey in the same train.