HongKong
In Hong Kong it is generally cheaper to stay in Kowloon, and transport is fast, easy and cheap to where-ever you want to go. You can even go across the border into China for less than $10.00 by train and get a visa there when you arrive, if you have not arranged one beforehand.
In Shemzen there is a huge shopping mall and you would be foolish to accept the asking price from the stallholders. It seems that the real price is usually less than a quarter of what is asked - so stick to that. Leather goods, tailoring, clothes, pashminas, silk and jewellery of every choice are all there.
A good central place to stay is at Rent-a Room in Kowloon where you can get a very clean bedroom with your own bathroom quite reasonably.