Good advice there.
Shenzhen can be a bit 'rough' and you need you wits about you.
The other option and what I used to do was visit the markets, buy lods of tat, fill up your suit case and sell it down the pub

A prime example would be high quality leather laptop cases for 2 or 3 quid, quality leather shoes for the same money, genuine 925 sterling silver jewelry for pennies . You can get all sorts
In fact silver is great, you can buy 100pcs for next to nothing, takes up no room and when you sell it for £20 a unit your whole trip is paid for.
That used to pay for my trip and a few quid on top. Now a can't be ars*d but still end up with lots of goodies! Can't help doing a deal whether I'm in a boardroom or in the local Chinese/Hong Kong market.
Most of the weekly markets in China are like mini trade fairs and most markets are industry specific such as 'electronic market', 'silver market', etc. Some contacts can be made but you have to be sharp as a knife and not for the faint hearted.
Also helps that I have Chinese speaking people based in China that accompany me.